corFactor.corStruct {nlme}R Documentation

Factor of a corStruct Object Matrix


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).


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


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.


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.


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.


Jose Pinheiro and Douglas Bates

See Also

corMatrix.corStruct, recalc.corStruct, Initialize.corStruct


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

[Package nlme version 3.1-57 Index]