pdFactor {nlme} | R Documentation |
A square-root factor of the positive-definite matrix represented by
object
is obtained. Letting S denote a
positive-definite matrix, a square-root factor of S is
any square matrix L such that S =
L'L. This function extracts L.
pdFactor(object)
object |
an object inheriting from class |
a vector with a square-root factor of the positive-definite matrix
associated with object
stacked column-wise.
This function is used intensively in optimization
algorithms and its value is returned as a vector for efficiency
reasons. The pdMatrix
function can be used to obtain
square-root factors in matrix form.
JosÃ© Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
pd1 <- pdCompSymm(4 * diag(3) + 1) pdFactor(pd1)