Extract Square-Root Factor from Components of an reStruct Object
This method function extracts square-root factors of the
positive-definite matrices corresponding to the pdMat
elements
of object
.
## S3 method for class 'reStruct' pdFactor(object)
object |
an object inheriting from class |
a vector with square-root factors of the positive-definite matrices
corresponding to the elements of 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.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
rs1 <- reStruct(pdSymm(diag(3), ~age+Sex, data = Orthodont)) pdFactor(rs1)
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