This function is a constructor for the pdDiag class,
representing a diagonal positive-definite matrix. If the matrix
associated with object is of dimension $n$, it is
represented by $n$ unrestricted parameters, given by the logarithm
of the square-root of the diagonal values. When value is
numeric(0), an uninitialized pdMat object, a one-sided
formula, or a vector of character strings, object is returned
as an uninitialized pdDiag object (with just some of its
attributes and its class defined) and needs to have its coefficients
assigned later, generally using the coef or matrix replacement
functions. If value is an initialized pdMat object,
object will be constructed from
as.matrix(value). Finally, if value is a numeric vector,
it is assumed to represent the unrestricted coefficients of the
underlying positive-definite
matrix.
Usage
pdDiag(value, form, nam, data)
Arguments
Value
a pdDiag object representing a diagonal positive-definite
matrix, also inheriting from class pdMat.