R: Make the upper triangular matrix del from a parameter vector
make.del
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 Δ.
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 Δ.
Details
The first k elements of pars are the log of the diagonal
elements of Δ. The next k*(k-1)/2 elements are the
elements above the main diagonal of Δ, ordered by column
(left to right), and then by row within column (top to bottom). That
is to say, if Δ_{ij} is the element in the ith row
and jth column of Δ, then the order of the parameters
is Δ_{11}, Δ_{22}, …, Δ_{kk}, Δ_{12},
Δ_{13}, Δ_{23}, Δ_{14}, …,Δ_{(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.