corMatrix.corStruct           package:nlme           R Documentation

Matrix of a corStruct Object

Description:

     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).

Usage:

     ## S3 method for class 'corStruct':
     corMatrix(object, covariate, corr, ...)

Arguments:

  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.

Value:

     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'.

Author(s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

See Also:

     'corFactor.corStruct', 'Initialize.corStruct'

Examples:

     cs1 <- corAR1(0.3)
     corMatrix(cs1, covariate = 1:4)
     corMatrix(cs1, covariate = 1:4, corr = FALSE)

