make.del {mvnmle}R Documentation

Make the upper triangular matrix del from a parameter vector

Description

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.

Usage

make.del(pars)

Arguments

pars A length k*(k+1)/2 numerical vector giving the elements of Delta.

Details

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}.

Value

An upper triangular k times k matrix.

References

Pinheiro, J. C., and Bates, D. M. (2000) Mixed-effects models in S and S-PLUS. New York: Springer.

See Also

mlest


[Package mvnmle version 0.1-8 Index]