Positive-Definite Block Diagonal Matrix
This function is a constructor for the pdBlocked
class,
representing a positive-definite block-diagonal matrix. Each
block-diagonal element of the underlying matrix is itself a
positive-definite matrix and is represented internally as an
individual pdMat
object. When value
is
numeric(0)
, a list of uninitialized pdMat
objects, a
list of one-sided formulas, or a list of vectors
of character strings, object
is returned
as an uninitialized pdBlocked
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 a list of initialized pdMat
objects, object
will be constructed from the list obtained by
applying as.matrix
to each of the pdMat
elements of
value
. Finally, if value
is a list of numeric vectors,
they are assumed to represent the unrestricted coefficients
of the block-diagonal elements of the underlying positive-definite
matrix.
pdBlocked(value, form, nam, data, pdClass)
value |
an optional list with elements to be used as the
|
form |
an optional list of one-sided linear formulas specifying the
row/column names for the block-diagonal elements of the matrix
represented by |
nam |
an optional list of vector of character strings specifying the
row/column names for the block-diagonal elements of the matrix
represented by object. Each of its components must have
length equal to the dimension of the corresponding block-diagonal
element and unreplicated elements. This argument is ignored when
|
data |
an optional data frame in which to evaluate the variables
named in |
pdClass |
an optional vector of character strings naming the
|
a pdBlocked
object representing a positive-definite
block-diagonal matrix, also inheriting from class pdMat
.
José 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, esp. p. 162.
pd1 <- pdBlocked(list(diag(1:2), diag(c(0.1, 0.2, 0.3))), nam = list(c("A","B"), c("a1", "a2", "a3"))) pd1
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