| pdClasses {nlme} | R Documentation |
Positive-Definite Matrix Classes
Description
Standard classes of positive-definite matrices (pdMat)
structures available in the nlme package.
Value
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. |
Note
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.
Author(s)
José Pinheiro and Douglas Bates bates@stat.wisc.edu
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
See Also
pdBlocked,
pdCompSymm,
pdDiag,
pdFactor,
pdIdent,
pdMat,
pdMatrix,
pdNatural,
pdSymm,
pdLogChol