nlme: pdClasses – R documentation

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nlme

pdClasses

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" `pdMat` class
`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.