pdClasses {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`

[Package

*nlme* version 3.1-57

Index]