nlme: pdMatrix – R documentation

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pdMatrix

Extract Matrix or Square-Root Factor from a pdMat Object

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 S = L'L. 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`.

Value

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

Author(s)

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

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. p. 162.

Examples

pd1 <- pdSymm(diag(1:4))
pdMatrix(pd1)

nlme

Linear and Nonlinear Mixed Effects Models

v3.1-152

GPL (>= 2) | file LICENCE

Authors

José Pinheiro [aut] (S version), Douglas Bates [aut] (up to 2007), Saikat DebRoy [ctb] (up to 2002), Deepayan Sarkar [ctb] (up to 2005), EISPACK authors [ctb] (src/rs.f), Siem Heisterkamp [ctb] (Author fixed sigma), Bert Van Willigen [ctb] (Programmer fixed sigma), Johannes Ranke [ctb] (varConstProp()), R-core [aut, cre]

Initial release

2021-02-03