pdfactor-class {Matrix} | R Documentation |
If S is a positive-definite matrix then any
square matrix L such that S = L'L is said
to be a square-root factor of S. The pdfactor
class is the class of such matrices.
Objects can be created by calls of the form new("pdfactor",
...)
. More frequently they are created by coercing a pdMat
or pdmatrix
object to the pdfactor
class.
.Data
:"matrix"
: the factor itself, a numeric,
square matrixlogDet
:"numeric"
: the logarithm of the
absolute value of the determinant of the factor.
Class "matrix"
, from data part.
Class "structure"
, by class "matrix".
Class "array"
, by class "matrix".
Class "vector"
, by class "matrix".
signature(from = "pdIdent", to = "pdfactor")
:
extract the pdfactor from a pdIdent
object.