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:
corMatrix(object, covariate, corr)
REQUIRED ARGUMENTS:
object
an object inheriting from class
corStruct
representing a correlation structure.
OPTIONAL ARGUMENTS:
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.
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.