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 is
numeric(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 from
as.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)
OPTIONAL 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 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.
VALUE:
a
pdDiag object representing a diagonal positive-definite
matrix, also inheriting from class
pdMat.
SEE ALSO:
,
,
EXAMPLES:
pd1 <- pdDiag(diag(1:3), nam = c("A","B","C"))
pd1