nlme (version 3.1-114)

corFactor.corStruct: Factor of a corStruct Object Matrix

Description

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 $L^{-t}$.

Usage

## S3 method for class 'corStruct':
corFactor(object, \dots)

Arguments

object

an object inheriting from class "corStruct" representing a correlation structure, which must have been initialized (using Initialize).

...

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

Value

• 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.

See Also

corFactor, corMatrix.corStruct, recalc.corStruct, Initialize.corStruct

Examples

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