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

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)

Jose 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.

See Also

as.matrix.pdMat, pdClasses, pdFactor, pdMat, pdMatrix.reStruct, corMatrix

Examples

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