pdMatrix function

Extract Matrix or Square-Root Factor from a pdMat Object

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 c("$S =\n$", "$L'L$"). This function extracts $S$ or $L$.

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.

Returns

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

References

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

Author(s)

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

See Also

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

Examples

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