pdMat Object Coefficients

This method function extracts the coefficients associated with the positive-definite matrix represented by object.

# S3 method for class 'pdMat'
coef(object, unconstrained, ...)
# S3 method for class 'pdMat'
coef(object, ...) <- value

Arguments

object: an object inheriting from class "pdMat", representing a positive-definite matrix.
unconstrained: a logical value. If TRUE the coefficients are returned in unconstrained form (the same used in the optimization algorithm). If FALSE the upper triangular elements of the positive-definite matrix represented by object are returned. Defaults to TRUE.
value: a vector with the replacement values for the coefficients associated with object. It must be a vector with the same length of coef{object} and must be given in unconstrained form.
...: some methods for this generic require additional arguments. None are used in this method.

a vector with the coefficients corresponding to object.

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

José Pinheiro and Douglas Bates

On the left side of an assignment, sets the values of the coefficients of object to value.

coef(pdSymm(diag(3)))
#> [1] 0 0 0 0 0 0