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.pdDiag(value, form, nam, data)
pdMat
object, a positive-definite
matrix, a one-sided linear formula (with variables separated by
+
), a vector of character strings, or a numeric
vector of length equal to the dimension of the underlying
positive-definite matrix. Defaults to numeric(0)
, corresponding
to an uninitialized object.object
. Because
factors may be present in form
, the formula needs to be
evaluated on a data.frame to resolve the names it defines. This
argument is ignored when value
is a one-sided
formula. Defaults to NULL
.value
is a vector of character strings. Defaults to
NULL
.value
and form
. It is used to
obtain the levels for factors
, which affect the
dimensions and the row/column names of the underlying matrix. If
NULL
, no attempt is made to obtain information on
factors
appearing in the formulas. Defaults to the
parent frame from which the function was called.pdDiag
object representing a diagonal positive-definite
matrix, also inheriting from class pdMat
.as.matrix.pdMat
,
coef.pdMat
,
pdClasses
,
matrix<-.pdMat
pd1 <- pdDiag(diag(1:3), nam = c("A","B","C"))
pd1
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