corFactor.corStruct | R Documentation |

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 `\Sigma`

denote a correlation
matrix, a square-root factor of `\Sigma`

is any square
matrix `L`

such that `\Sigma = L'L`

. This method
extracts `L^{-t}`

.

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

`object` |
an object inheriting from class |

`...` |
some methods for this generic require additional arguments. None are used in this method. |

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.

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.

JosÃ© Pinheiro and Douglas Bates bates@stat.wisc.edu

`corFactor`

,
`corMatrix.corStruct`

,
`recalc.corStruct`

,
`Initialize.corStruct`

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

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