pdLogChol-class: Class "pdLogChol", positive-definite matrices
Description
A class of general, positive-definite
symmetric matrices parameterized by the non-zero elements in the
Cholesky decomposition. The diagonal elements are represented by
their logarithms in the first q positions of the parameter
vector. The strict upper triangle of the factor is in the last
q(q-1)/2 positions.
Arguments
Objects from the Class
Objects of class pdLogChol can be created by calls of the form
new("pdLogChol", ...) or by the generic constructor function
pdLogChol. Frequently the constructor is given a formula only,
creating an uninitialized pdLogChol object which is later
assigned a value.
pdLogChol objects are primarily used to represent the
variance-covariance matrix or the precision matrix of random-effects
terms in mixed-effects models.