R: Matrix of a corStruct Object

corMatrix.corStruct {nlme}

R Documentation

Matrix of a corStruct Object

Description

This method function extracts the correlation matrix (or its transpose inverse square-root factor), or list of correlation matrices (or their transpose inverse square-root factors) corresponding to covariate and object. Letting \Sigma denote a correlation matrix, a square-root factor of \Sigma is any square matrix L such that \Sigma = L'L. When corr = FALSE, this method extracts L^{-t}.

Usage

## S3 method for class 'corStruct'
corMatrix(object, covariate, corr, ...)

Arguments

`object`	an object inheriting from class `"corStruct"` representing a correlation structure.
`covariate`	an optional covariate vector (matrix), or list of covariate vectors (matrices), at which values the correlation matrix, or list of correlation matrices, are to be evaluated. Defaults to `getCovariate(object)`.
`corr`	a logical value. If `TRUE` the function returns the correlation matrix, or list of correlation matrices, represented by `object`. If `FALSE` the function returns a transpose inverse square-root of the correlation matrix, or a list of transpose inverse square-root factors of the correlation matrices.
`...`	some methods for this generic require additional arguments. None are used in this method.

Value

If covariate is a vector (matrix), the returned value will be an array with the corresponding correlation matrix (or its transpose inverse square-root factor). If the covariate is a list of vectors (matrices), the returned value will be a list with the correlation matrices (or their transpose inverse square-root factors) corresponding to each component of covariate.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

Examples

cs1 <- corAR1(0.3)
corMatrix(cs1, covariate = 1:4)
corMatrix(cs1, covariate = 1:4, corr = FALSE)

# Pinheiro and Bates, p. 225
cs1CompSymm <- corCompSymm(value = 0.3, form = ~ 1 | Subject)
cs1CompSymm <- Initialize(cs1CompSymm, data = Orthodont)
corMatrix(cs1CompSymm)

# Pinheiro and Bates, p. 226
cs1Symm <- corSymm(value = c(0.2, 0.1, -0.1, 0, 0.2, 0),
                   form = ~ 1 | Subject)
cs1Symm <- Initialize(cs1Symm, data = Orthodont)
corMatrix(cs1Symm)

# Pinheiro and Bates, p. 236 
cs1AR1 <- corAR1(0.8, form = ~ 1 | Subject)
cs1AR1 <- Initialize(cs1AR1, data = Orthodont)
corMatrix(cs1AR1)

# Pinheiro and Bates, p. 237 
cs1ARMA <- corARMA(0.4, form = ~ 1 | Subject, q = 1)
cs1ARMA <- Initialize(cs1ARMA, data = Orthodont)
corMatrix(cs1ARMA)

# Pinheiro and Bates, p. 238 
spatDat <- data.frame(x = (0:4)/4, y = (0:4)/4)
cs1Exp <- corExp(1, form = ~ x + y)
cs1Exp <- Initialize(cs1Exp, spatDat)
corMatrix(cs1Exp)

[Package nlme version 3.1-166 Index]