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 |
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 i
th row
and j
th 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.