corFactor(object)
object
|
an object inheriting from class corStruct
representing a correlation structure, which must have been
initialized (using initialize ).
|
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).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.corMatrix
method function can be used to obtain
transpose inverse square-root factors in matrix form.corMatrix.corStruct
,
recalc.corStruct
, initialize.corStruct
library(lme) data(Orthodont) cs1 <- corAR1(form = ~1 | Subject) cs1 <- initialize(cs1, data = Orthodont) corFactor(cs1)