make.del: Make the upper triangular matrix del from a parameter vector

In mvnmle: ML Estimation for Multivariate Normal Data with Missing Values

Make the upper triangular matrix del from a parameter vector

Description

make.del takes a parameter vector of length k*(k+1)/2 and returns the upper triangular k \times k matrix Δ. make.del is a private function intended for use inside mlest.

Usage

make.del(pars)

Arguments

pars	A length k*(k+1)/2 numerical vector giving the elements of Δ.

Details

The first k elements of pars are the log of the diagonal elements of Δ. The next k*(k-1)/2 elements are the elements above the main diagonal of Δ, ordered by column (left to right), and then by row within column (top to bottom). That is to say, if Δ_{ij} is the element in the ith row and jth column of Δ, then the order of the parameters is Δ_{11}, Δ_{22}, …, Δ_{kk}, Δ_{12}, Δ_{13}, Δ_{23}, Δ_{14}, …,Δ_{(k-1)k}.

Value

An upper triangular k \times k matrix.

References

Pinheiro, J. C., and Bates, D. M. (2000) Mixed-effects models in S and S-PLUS. New York: Springer, ISBN:1441903178.

See Also

mlest

mvnmle documentation built on March 7, 2023, 7:38 p.m.