pdFactor.pdInd: Factor for pdInd

In gmonette/nlmeYextra: Functions to add functionality to nlme

Description

Returns a factor for a 'left' log-Cholesky object for positive-definite variance matrix with zero covariances except in the first row and column. i.e. $$ V = L'L $$ with $L$ a lower-triangular matrix.

Function to compute the upper triangular factor of a pdInd object.

Usage

pdFactor.pdInd(object)

pdFactor.pdInd(object)

Arguments

object	a pdInd object representing a positive-definite variance matrix with covariances in the first row and column but zero covariances elsewhere.
object	a 'pdInd' object from which the right-triangular factor of the variance matrix it represents will be extracted

Value

the columns of a lower triangular Choleski factor of the positive-definite matrix as a vector.

the full right-triangular factor, including zeros in the lower triangle, is returned as a vector in column order

Examples

mat <- pdInd(diag(1:4))
pdFactor(mat)

gmonette/nlmeYextra documentation built on May 17, 2019, 7:25 a.m.