General Positive-Definite Matrix
This function is a constructor for the pdSymm class,
representing a general positive-definite matrix. If the matrix
associated with object is of dimension n, it is
represented by n*(n+1)/2 unrestricted parameters,
using the matrix-logarithm parametrization described in Pinheiro and
Bates (1996). 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 pdSymm 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 vector,
it is assumed to represent the unrestricted coefficients of the
matrix-logarithm parametrization of the underlying positive-definite
matrix.
pdSymm(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 pdSymm object representing a general positive-definite
matrix, also inheriting from class pdMat.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
pd1 <- pdSymm(diag(1:3), nam = c("A","B","C"))
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