Description Usage Arguments Details Value Examples
Function to compute the upper triangular factor of a pdInd object representing the factorization of the inverse variance matrix.
1 2 | ## S3 method for class 'pdInd'
pdFactor(object)
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object |
a 'pdInd' object from which the right-triangular factor of the variance matrix it represents will be extracted |
Returns a factor for a right log-Cholesky object for positive-definite inverse variance matrix corresponding to a variance matrix with zero covariances except in the first row and column. i.e. $$ V^-1 = R'R $$ with $R$ a right-triangular matrix.
Then if the upper-diagonal elements of $R$ below the first row are all 0 then the corresponding variance matrix with will have zero covariances except on the first row (and column).
the full right-triangular factor, including zeros in the lower triangle, is returned as a vector in column order
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