pdMatrix: Extract Matrix or Square-Root Factor from a pdMat Object
Description
The positive-definite matrix represented by object, or a
square-root factor of it is obtained. Letting $\Sigma$ denote a
positive-definite matrix, a square-root factor of $\Sigma$ is
any square matrix $L$ such that $\Sigma = L'L$. This function extracts $S$ or $L$.
Usage
pdMatrix(object, factor)
Arguments
Value
if fact is FALSE the positive-definite matrix
represented by object is returned; else a square-root of the
positive-definite matrix is returned.
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models
in S and S-PLUS", Springer, esp. p. 162.