pdClasses                package:nlme                R Documentation

Positive-Definite Matrix Classes

Description:

     Standard classes of positive-definite matrices ('pdMat')
     structures  available in the 'nlme' library.

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):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

See Also:

     'pdCompSymm', 'pdDiag', 'pdIdent', 'pdNatural', 'pdSymm',
     'pdLogChol'

