pdMatrix                package:nlme                R Documentation

_E_x_t_r_a_c_t _M_a_t_r_i_x _o_r _S_q_u_a_r_e-_R_o_o_t _F_a_c_t_o_r _f_r_o_m _a _p_d_M_a_t _O_b_j_e_c_t

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     pdMatrix(object, factor)

_A_r_g_u_m_e_n_t_s:

  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'.

_V_a_l_u_e:

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

_A_u_t_h_o_r(_s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

_R_e_f_e_r_e_n_c_e_s:

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

_S_e_e _A_l_s_o:

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

_E_x_a_m_p_l_e_s:

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