pdFactor {Matrix} | R Documentation |
This generic function extracts the square-root factor of
the positive-definite matrix represented by object
. Letting
S denote a positive-definite matrix, a square-root
factor of S is any square matrix L such that
S = L'L. This function extracts L.
This function is deprecated. Use coersion to the pdfactor
class instead.
pdFactor(object)
object |
an object inheriting from class pdMat , representing
a positive definite matrix, which must have been initialized
(i.e. length(coef(object)) > 0 ). |
A pdfactor
object.