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pdMatrix {nlme}

Extract Matrix or Square-Root Factor from a pdMat Object
Package: 
nlme
Version: 
3.1-113

Description

The positive-definite matrix represented by object, or a square-root factor of it is obtained. Letting S denote a positive-definite matrix, a square-root factor of S is any square matrix L such that . This function extracts S or L.

Usage

pdMatrix(object, factor)

Arguments

object
an object inheriting from class pdMat, representing a positive definite matrix.
factor
an optional logical value. If TRUE, a square-root factor of the positive-definite matrix represented by object is returned; else, if FALSE, the positive-definite matrix is returned. Defaults to FALSE.

Values

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

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)

Author(s)

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

Documentation reproduced from package nlme, version 3.1-113. License: GPL (>= 2)