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)
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.
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.
value is a vector of character strings. Defaults to
NULL.
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.
pdSymm object representing a general positive-definite
matrix, also inheriting from class
pdMat.
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
pd1 <- pdSymm(diag(1:3), nam = c("A","B","C"))
pd1