pdFactor {nlme} | R Documentation |
A square-root factor of the positive-definite matrix represented by
object
is obtained. Letting S denote a
positive-definite matrix, a square-root factor of S is
any square matrix L such that S =
L'L. This function extracts L.
pdFactor(object, ...)
object |
an object inheriting from class pdMat , representing
a positive definite matrix, which must have been initialized
(i.e. length(coef(object)) > 0 ). |
... |
some methods for the generic function may require additional arguments. |
a vector with a square-root factor of the positive-definite matrix
associated with object
stacked column-wise.
This function is used intensively in optimization
algorithms and its value is returned as a vector for efficiency
reasons. The pdMatrix
function can be used to obtain
square-root factors in matrix form.
Jose Pinheiro and Douglas Bates
library(nlme) pd1 <- pdCompSymm(4 * diag(3) + 1) pdFactor(pd1)