pdFactor(object, ...)
object
|
an object inheriting from class code{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. |
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.object
stacked column-wise.pdMatrix
function can be used to obtain
square-root factors in matrix form.pdMatrix
library(lme) pd1 <- pdCompSymm(4 * diag(3) + 1) pdFactor(pd1)