corFactor.corStruct function

Factor of a corStruct Object Matrix

This method function extracts a transpose inverse square-root factor, or a series of transpose inverse square-root factors, of the correlation matrix, or list of correlation matrices, represented by object. Letting $S$ denote a correlation matrix, a square-root factor of $S$ is any square matrix $L$ such that $S = L'L$. This method extracts $L^(-t)$.

## S3 method for class 'corStruct'
corFactor(object, ...)

Arguments

• object: an object inheriting from class "corStruct"

  representing a correlation structure, which must have been initialized (using Initialize).

• ...: some methods for this generic require additional arguments. None are used in this method.

Returns

If the correlation structure does not include a grouping factor, the returned value will be a vector with a transpose inverse square-root factor of the correlation matrix associated with object stacked column-wise. If the correlation structure includes a grouping factor, the returned value will be a vector with transpose inverse square-root factors of the correlation matrices for each group, stacked by group and stacked column-wise within each group.

Author(s)

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

Note

This method function is used intensively in optimization algorithms and its value is returned as a vector for efficiency reasons. The corMatrix method function can be used to obtain transpose inverse square-root factors in matrix form.

See Also

corFactor, corMatrix.corStruct, recalc.corStruct, Initialize.corStruct

Examples

cs1 <- corAR1(form = ~1 | Subject)
cs1 <- Initialize(cs1, data = Orthodont)
corFactor(cs1)