R: Factor of a corStruct Object Matrix

corFactor.corStruct {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 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)

[Package nlme version 3.1-104 Index]