pdFactor.pdInd | R Documentation |
Function to compute the upper triangular factor of a pdInd object representing the factorization of the inverse variance matrix.
pdFactor.pdInd(object)
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
the full right-triangular factor, including zeros in the lower triangle, is returned as a vector in column order
mat <- pdInd(diag(1:4)) pdFactor(mat) Factor of a pdInd object. Function to compute the upper triangular factor of a pdInd object representing the factorization of the inverse variance matrix. 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. $$ V^-1 = t(R)R $$ 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). mat <- pdInd(diag(1:4)) pdFactor(mat)
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