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.
- an object inheriting from class
pdMat, representing a positive definite matrix.
- an optional logical value. If
TRUE, a square-root factor of the positive-definite matrix represented by
objectis returned; else, if
FALSE, the positive-definite matrix is returned. Defaults to
FALSE the positive-definite matrix represented by
object is returned; else a square-root of the positive-definite matrix is returned.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. p. 162.
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