make.del {mvnmle}

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}, \ldots, \Delta_{kk}, \Delta_{12}, \Delta_{13}, \Delta_{23}, \Delta_{14}, \ldots,\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, ISBN:1441903178.

See Also

mlest