| corFactor.corStruct {nlme} | R Documentation |
Factor of a corStruct Object Matrix
Description
This method function extracts a transpose inverse square-root factor,
or a series of transpose inverse square-root factors, of the
correlation matrix, or list of correlation matrices, represented by
object. Letting \Sigma denote a correlation
matrix, a square-root factor of \Sigma is any square
matrix L such that \Sigma = L'L. This method
extracts L^{-t}.
Usage
## S3 method for class 'corStruct'
corFactor(object, ...)
Arguments
object |
an object inheriting from class |
... |
some methods for this generic require additional arguments. None are used in this method. |
Value
If the correlation structure does not include a grouping factor, the
returned value will be a vector with a transpose inverse square-root
factor of the correlation matrix associated with object stacked
column-wise. If the correlation structure includes a grouping factor,
the returned value will be a vector with transpose inverse
square-root factors of the correlation matrices for each group, stacked
by group and stacked column-wise within each group.
Note
This method function is used intensively in optimization
algorithms and its value is returned as a vector for efficiency
reasons. The corMatrix method function can be used to obtain
transpose inverse square-root factors in matrix form.
Author(s)
José Pinheiro and Douglas Bates bates@stat.wisc.edu
See Also
corFactor,
corMatrix.corStruct,
recalc.corStruct,
Initialize.corStruct
Examples
cs1 <- corAR1(form = ~1 | Subject)
cs1 <- Initialize(cs1, data = Orthodont)
corFactor(cs1)