nlme (version 3.1-86)

pdLogChol: General Positive-Definite Matrix

Description

This function is a constructor for the pdLogChol class, representing a general positive-definite matrix. If the matrix associated with object is of dimension $n$, it is represented by $n(n+1)/2$ unrestricted parameters, using the log-Cholesky parametrization described in Pinheiro and Bates (1996). 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 pdLogChol 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 matrix-logarithm parametrization of the underlying positive-definite matrix.

Usage

pdLogChol(value, form, nam, data)

Arguments

Value

a pdLogChol object representing a general positive-definite matrix, also inheriting from class pdMat.

References

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

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

See Also

as.matrix.pdMat, coef.pdMat, pdClasses, matrix<-.pdMat

Examples

Run this code
pd1 <- pdLogChol(diag(1:3), nam = c("A","B","C"))
pd1

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