[R] Log Cholesky parametrization in lme

Spencer Graves spencer.graves at pdf.com
Mon Mar 20 17:59:06 CET 2006


	  Since you did not provide an example, I'm not sure I understand your 
question.  I will nevertheless offer some suggestions:

	  1.  If you have not already, please review Pinheiro and Bates (2000) 
Mixed-Effects Models in S and S-Plus (Springer).

	  2.  Also, please review the existing methods for "lme" objects.  The 
following will produce a list:

library(nlme)
methods(class="lme")

	  Then "getAnywhere" would list the code.  With this, you could make a 
local copy under a different name and use "debug" to walk through the 
code line by line to see what it does.

	  3.  If this seems to produce more obfuscation than enlightenment for 
you, please produce a simple, self-contained, reproducible example 
describing what you want, including the R code for something that seemed 
to come as close as anything you saw (as suggested in the posting guide! 
www.R-project.org/posting-guide.html).

Pryseley Assam wrote:

> Dear R-Users
>    
>   I used the nlme library to fit a linear mixed model (lme). 
The random effect standard errors and correlation reported are
based on a Log-Cholesky parametrization. Can anyone tell me
how to get the Covariance matrix of the random effects, given
the above mentioned parameters based on the Log-Cholesky
parametrization??
>    
>   Thanks in advance
>    
>   Pryseley
> 
> 		
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