make.del {mvnmle} | R Documentation |
make.del
takes a parameter vector of length k*(k+1)/2 and
returns the upper triangular k times k matrix Delta.
make.del
is a private function intended for use inside mlest
.
make.del(pars)
pars |
A length k*(k+1)/2 numerical vector giving the elements of Delta. |
The first k elements of pars
are the log of the diagonal
elements of Delta. The next k*(k-1)/2 elements are the
elements above the main diagonal of Delta, ordered by column
(left to right), and then by row within column (top to bottom). That
is to say, if Delta_{ij} is the element in the ith row
and jth column of Delta, then the order of the parameters
is Delta_{11}, Delta_{22}, ..., Delta_{kk}, Delta_{12},
Delta_{13}, Delta_{23}, Delta_{14}, ...,Delta_{(k-1)k}.
An upper triangular k times k matrix.
Pinheiro, J. C., and Bates, D. M. (2000) Mixed-effects models in S and S-PLUS. New York: Springer.