corFactor.corStruct           package:nlme           R Documentation

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 S denote a correlation matrix, a
     square-root factor of S is any square matrix L such that S = L'L.
     This method extracts L^(-t).

Usage:

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

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.

Note:

     This method function is used intensively in optimization
     algorithms and its value is returned as a vector for efficiency
     reasons. The 'corMatrix' method function can be used to obtain
     transpose inverse square-root factors in matrix form.

Author(s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

See Also:

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

Examples:

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

