pdBand
class,
representing a banded positive-definite matrix. If the matrix
associated with
object
is of dimension n and order
r, it is represented by r*(2n-r+1)/2
unrestricted parameters, using the log-Cholesky parameterization
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
pdBand
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
log-Cholesky parameterization of the underlying positive-definite
matrix.
pdBand(value, form, nam, data, ord)
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.
pdBand
object, defined as
the number of nonzero diagonals in the upper-triangular part of the
matrix. Defaults to 2.
pdBand
object representing a banded 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 <- pdBand(diag(1:3), nam = c("A","B","C")) pd1