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coef.pdMat: pdMat Object Coefficients

Description

This method function extracts the coefficients associated with the positive-definite matrix represented by object.

Usage

# S3 method for pdMat
coef(object, unconstrained, ...)
# S3 method for pdMat
coef(object, ...) <- value

Value

a vector with the coefficients corresponding to object.

Arguments

object

an object inheriting from class "pdMat", representing a positive-definite matrix.

unconstrained

a logical value. If TRUE the coefficients are returned in unconstrained form (the same used in the optimization algorithm). If FALSE the upper triangular elements of the positive-definite matrix represented by object are returned. Defaults to TRUE.

value

a vector with the replacement values for the coefficients associated with object. It must be a vector with the same length of coef{object} and must be given in unconstrained form.

...

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

Author

José Pinheiro and Douglas Bates

SIDE EFFECTS

On the left side of an assignment, sets the values of the coefficients of object to value.

References

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

See Also

pdMat

Examples

Run this code
coef(pdSymm(diag(3)))

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