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

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

`corFactor.corStruct`

, `Initialize.corStruct`

cs1 <- corAR1(0.3) corMatrix(cs1, covariate = 1:4) corMatrix(cs1, covariate = 1:4, corr = FALSE) # Pinheiro and Bates, p. 225 cs1CompSymm <- corCompSymm(value = 0.3, form = ~ 1 | Subject) cs1CompSymm <- Initialize(cs1CompSymm, data = Orthodont) corMatrix(cs1CompSymm) # Pinheiro and Bates, p. 226 cs1Symm <- corSymm(value = c(0.2, 0.1, -0.1, 0, 0.2, 0), form = ~ 1 | Subject) cs1Symm <- Initialize(cs1Symm, data = Orthodont) corMatrix(cs1Symm) # Pinheiro and Bates, p. 236 cs1AR1 <- corAR1(0.8, form = ~ 1 | Subject) cs1AR1 <- Initialize(cs1AR1, data = Orthodont) corMatrix(cs1AR1) # Pinheiro and Bates, p. 237 cs1ARMA <- corARMA(0.4, form = ~ 1 | Subject, q = 1) cs1ARMA <- Initialize(cs1ARMA, data = Orthodont) corMatrix(cs1ARMA) # Pinheiro and Bates, p. 238 spatDat <- data.frame(x = (0:4)/4, y = (0:4)/4) cs1Exp <- corExp(1, form = ~ x + y) cs1Exp <- Initialize(cs1Exp, spatDat) corMatrix(cs1Exp)

[Package *nlme* version 3.1-80 Index]