Extract Correlation Matrix from a pdMat Object — corMatrix.pdMat • nlme

The correlation matrix corresponding to the positive-definite matrix represented by object is obtained.

# S3 method for class 'pdMat'
corMatrix(object, ...)

Arguments

object: an object inheriting from class "pdMat", representing a positive definite matrix.
...: some methods for this generic require additional arguments. None are used in this method.

Value

the correlation matrix corresponding to the positive-definite matrix represented by object.

Author

José Pinheiro and Douglas Bates bates@stat.wisc.edu

See also

as.matrix.pdMat, pdMatrix

Examples

pd1 <- pdSymm(diag(1:4))
corMatrix(pd1)
#>    V1 V2 V3 V4
#> V1  1  0  0  0
#> V2  0  1  0  0
#> V3  0  0  1  0
#> V4  0  0  0  1
#> attr(,"stdDev")
#>       V1       V2       V3       V4 
#> 1.000000 1.414214 1.732051 2.000000