EVOLUTION-MANAGER
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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Factor of a corStruct Object Matrix</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for corFactor.corStruct {nlme}"><tr><td>corFactor.corStruct {nlme}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Factor of a corStruct Object Matrix</h2> <h3>Description</h3> <p>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 <code>object</code>. Letting <i>S</i> denote a correlation matrix, a square-root factor of <i>S</i> is any square matrix <i>L</i> such that <i>S = L'L</i>. This method extracts <i>L^(-t)</i>. </p> <h3>Usage</h3> <pre> ## S3 method for class 'corStruct' corFactor(object, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>object</code></td> <td> <p>an object inheriting from class <code>"<a href="corClasses.html">corStruct</a>"</code> representing a correlation structure, which must have been initialized (using <code>Initialize</code>).</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>some methods for this generic require additional arguments. None are used in this method.</p> </td></tr> </table> <h3>Value</h3> <p>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 <code>object</code> 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. </p> <h3>Note</h3> <p>This method function is used intensively in optimization algorithms and its value is returned as a vector for efficiency reasons. The <code>corMatrix</code> method function can be used to obtain transpose inverse square-root factors in matrix form. </p> <h3>Author(s)</h3> <p>José Pinheiro and Douglas Bates <a href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</a> </p> <h3>See Also</h3> <p><code><a href="corFactor.html">corFactor</a></code>, <code><a href="corMatrix.corStruct.html">corMatrix.corStruct</a></code>, <code><a href="recalc.corStruct.html">recalc.corStruct</a></code>, <code><a href="Initialize.corStruct.html">Initialize.corStruct</a></code> </p> <h3>Examples</h3> <pre> cs1 <- corAR1(form = ~1 | Subject) cs1 <- Initialize(cs1, data = Orthodont) corFactor(cs1) </pre> <hr /><div style="text-align: center;">[Package <em>nlme</em> version 3.1-139 <a href="00Index.html">Index</a>]</div> </body></html>