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
structure
- pdDiagdiagonal
- pdIdentmultiple of an identity
- pdCompSymmcompound symmetry structure (constant diagonal and
constant off-diagonal elements)
- pdBlockedblock-diagonal matrix, with diagonal blocks of any
"atomic"
pdMat class - pdNaturalgeneral 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.