| corMatrix.corStruct {nlme} | R Documentation |
This method function extracts the correlation matrix (or its transpose
inverse square-root factor), or list of correlation matrices (or their
transpose inverse square-root factors) corresponding to
covariate and object. Letting S denote
a correlation matrix, a square-root factor of S is
any square matrix L such that S=L'L. When
corr = FALSE, this method extracts L^(-t).
## S3 method for class 'corStruct': corMatrix(object, covariate, corr, ...)
object |
an object inheriting from class corStruct
representing a correlation structure. |
covariate |
an optional covariate vector (matrix), or list of
covariate vectors (matrices), at which values the correlation matrix,
or list of correlation matrices, are to be evaluated. Defaults to
getCovariate(object). |
corr |
a logical value. If TRUE the function returns the
correlation matrix, or list of correlation matrices, represented by
object. If FALSE the function returns a transpose
inverse square-root of the correlation matrix, or a list of transpose
inverse square-root factors of the correlation matrices. |
... |
some methods for this generic require additional arguments. None are used in this method. |
If covariate is a vector (matrix), the returned value will be
an array with the corresponding correlation matrix (or its transpose
inverse square-root factor). If the covariate is a list of
vectors (matrices), the returned value will be a list with the
correlation matrices (or their transpose inverse square-root factors)
corresponding to each component of covariate.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
corFactor.corStruct, Initialize.corStruct
cs1 <- corAR1(0.3) corMatrix(cs1, covariate = 1:4) corMatrix(cs1, covariate = 1:4, corr = FALSE)