Diagonal Positive-Definite Matrix (original) (raw)
pdDiag: Diagonal Positive-Definite Matrix
Description
This function is a constructor for the pdDiag class, representing a diagonal positive-definite matrix. If the matrix associated with object is of dimension n, it is represented by n unrestricted parameters, given by the logarithm of the square-root of the diagonal values. When value isnumeric(0), an uninitialized pdMat object, a one-sided formula, or a vector of character strings, object is returned as an uninitialized pdDiag 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 fromas.matrix(value). Finally, if value is a numeric vector, it is assumed to represent the unrestricted coefficients of the underlying positive-definite matrix.
Usage
pdDiag(value, form, nam, data)
Arguments
| 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 of length equal to the dimension of the underlying positive-definite matrix. 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 whenvalue is a vector of character strings. Defaults toNULL. |
| 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. IfNULL, no attempt is made to obtain information on factors appearing in the formulas. Defaults to the parent frame from which the function was called. |
Value
a pdDiag object representing a diagonal positive-definite matrix, also inheriting from class pdMat.
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.
See Also
as.matrix.pdMat,coef.pdMat,pdClasses,matrix<-.pdMat
Examples
pd1 <- pdDiag(diag(1:3), nam = c("A","B","C"))
pd1
nlme documentation built on Nov. 27, 2023, 5:09 p.m.