pdClasses: Positive-Definite Matrix Classes
Description
Standard classes of positive-definite matrices (pdMat)
structures available in the nlme library.Value
Available standard classes:pdSymmgeneral positive-definite matrix, with no additional
structurepdLogCholgeneral positive-definite matrix, with no additional
structure, using a log-Cholesky parameterizationpdDiagdiagonalpdIdentmultiple of an identitypdCompSymmcompound symmetry structure (constant diagonal and
constant off-diagonal elements)pdBlockedblock-diagonal matrix, with diagonal blocks of any
"atomic" pdMat classpdNaturalgeneral positive-definite matrix in natural
parametrization (i.e. parametrized in terms of standard deviations
and correlations). The underlying coefficients are not unrestricted,
so this class should NOT be used for optimization.