| pdLogChol {nlme} | R Documentation |
This function is a constructor for the pdLogChol 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 log-Cholesky 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 pdLogChol 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.
pdLogChol(value, form, nam, data)
value |
an optional initialization value, which can be any of the
following: a pdMat object, a positive-definite
matrix, a one-sided linear formula (with variables separated by
+), a vector of character strings, or a numeric
vector. Defaults to numeric(0), corresponding to an
uninitialized object. |
form |
an optional one-sided linear formula specifying the
row/column names for the matrix represented by object. Because
factors may be present in form, the formula needs to be
evaluated on a data.frame to resolve the names it defines. This
argument is ignored when value is a one-sided
formula. Defaults to NULL. |
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
value is a vector of character strings. Defaults to
NULL. |
data |
an optional data frame in which to evaluate the variables
named in value and form. It is used to
obtain the levels for factors, which affect the
dimensions and the row/column names of the underlying matrix. If
NULL, no attempt is made to obtain information on
factors appearing in the formulas. Defaults to the
parent frame from which the function was called. |
a pdLogChol object representing a general positive-definite
matrix, also inheriting from class pdMat.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com 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.
as.matrix.pdMat, coef.pdMat,
matrix<-.pdMat
pd1 <- pdLogChol(diag(1:3), nam = c("A","B","C"))
pd1