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.
pdDiag(value, form, nam, data)a pdDiag object representing a diagonal positive-definite
matrix, also inheriting from class pdMat.
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.
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.
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.
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.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
as.matrix.pdMat,
coef.pdMat,
pdClasses,
matrix<-.pdMat
pd1 <- pdDiag(diag(1:3), nam = c("A","B","C"))
pd1
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