Extract Matrix or Square-Root Factor from a pdMat Object

DESCRIPTION:

The positive-definite matrix represented by object, or a square-root factor of it is obtained. 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 S or L.

USAGE:

pdMatrix(object, fact, ...) 

REQUIRED ARGUMENTS:

object
an object inheriting from class pdMat, representing a positive definite matrix.

OPTIONAL ARGUMENTS:

fact
an optional logical value. If TRUE, a square-root factor of the positive-definite matrix represented by object is returned; else, if FALSE, the positive-definite matrix is returned. Defaults to FALSE.
...
some methods for the generic function may require additional arguments.

VALUE:

if fact is FALSE the positive-definite matrix represented by object is returned; else a square-root of the positive-definite matrix is returned.

SEE ALSO:

, ,

EXAMPLES:

pd1 <- pdSymm(diag(1:4)) 
pdMatrix(pd1)