[R] Variance and Covariance Matrix D and R in nlme or lme4 part II

[Alexandre Galvão Patriota]

The model is Y = XB + Zg + e

where

g~N(0, D)

e~N(0, R)

How to extract the VAR(g)= D, VAR(e)=R and V=ZDZ'+R?

thanks