Standard classes of positive-definite matrices (`pdMat`

)
structures available in the `nlme`

package.

Available standard classes:

general positive-definite matrix, with no additional structure

general positive-definite matrix, with no additional structure, using a log-Cholesky parameterization

diagonal

multiple of an identity

compound symmetry structure (constant diagonal and constant off-diagonal elements)

block-diagonal matrix, with diagonal blocks of any
"atomic" `pdMat`

class

general 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.

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

`pdBlocked`

,
`pdCompSymm`

,
`pdDiag`

,
`pdFactor`

,
`pdIdent`

,
`pdMat`

,
`pdMatrix`

,
`pdNatural`

,
`pdSymm`

,
`pdLogChol`