pdDiag Diagonal Positive-Definite Matrix

Description

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)

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.

Author(s)

José Pinheiro and Douglas Bates [email protected]

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

See Also

as.matrix.pdMat, coef.pdMat, pdClasses, matrix<-.pdMat

Examples

pd1 <- pdDiag(diag(1:3), nam = c("A","B","C"))
pd1

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Licensed under the GNU General Public License.