corMatrix.corStruct {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)

[Package nlme version 3.1-60 Index]