Multiple of the Identity Positive-Definite Matrix
This function is a constructor for the pdIdent
class,
representing a multiple of the identity positive-definite matrix.
The matrix associated with object
is represented by 1
unrestricted parameter, given by the logarithm of the square-root of
the diagonal value. 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 pdIdent
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 value,
it is assumed to represent the unrestricted coefficient of the
underlying positive-definite matrix.
pdIdent(value, form, nam, data)
value |
an optional initialization value, which can be any of the
following: a |
form |
an optional one-sided linear formula specifying the
row/column names for the matrix represented by |
nam |
an optional vector of character strings specifying the
row/column names for the matrix represented by object. It must have
length equal to the dimension of the underlying positive-definite
matrix and unreplicated elements. This argument is ignored when
|
data |
an optional data frame in which to evaluate the variables
named in |
a pdIdent
object representing a multiple of the identity
positive-definite 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.
pd1 <- pdIdent(4 * diag(3), nam = c("A","B","C")) pd1
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