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 \Sigma or L.

Usage

pdMatrix(object, factor)

Arguments

Value

if factor is FALSE the positive-definite matrix represented by object is returned; else a square-root of the positive-definite matrix is returned.

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, esp. p. 162.

See Also

as.matrix.pdMat, pdClasses, pdFactor, pdMat, pdMatrix.reStruct, corMatrix

Examples

pd1 <- pdSymm(diag(1:4))
pdMatrix(pd1)