pdFactor {Matrix}R Documentation

Square-root factor

Description

This generic function extracts the square-root factor of the positive-definite matrix represented by object. 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 L.

This function is deprecated. Use coersion to the pdfactor class instead.

Usage

pdFactor(object)

Arguments

object an object inheriting from class pdMat, representing a positive definite matrix, which must have been initialized (i.e. length(coef(object)) > 0).

Value

A pdfactor object.

See Also

pdMat-class, pdfactor-class


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