pdClasses {nlme} | R Documentation |
Standard classes of positive-definite matrices (pdMat
)
structures available in the nlme
package.
Available standard classes:
pdSymm |
general positive-definite matrix, with no additional structure |
pdLogChol |
general positive-definite matrix, with no additional structure, using a log-Cholesky parameterization |
pdDiag |
diagonal |
pdIdent |
multiple of an identity |
pdCompSymm |
compound symmetry structure (constant diagonal and constant off-diagonal elements) |
pdBlocked |
block-diagonal matrix, with diagonal blocks of any
"atomic" |
pdNatural |
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. |
Users may define their own pdMat
classes by specifying a
constructor
function and, at a minimum, methods for the
functions pdConstruct
, pdMatrix
and coef
. For
examples of these functions, see the methods for classes pdSymm
and pdDiag
.
JosÃ© Pinheiro and Douglas Bates bates@stat.wisc.edu
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