pdClasses {nlme}R Documentation

Positive-Definite Matrix Classes


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


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.


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.


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]