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 [email protected]

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

pdBlocked, pdCompSymm, pdDiag, pdFactor, pdIdent, pdMat, pdMatrix, pdNatural, pdSymm, pdLogChol