This function is a constructor for the pdBlocked class,
representing a positive-definite block-diagonal matrix. Each
block-diagonal element of the underlying matrix is itself a
positive-definite matrix and is represented internally as an
individual pdMat object. When value is
numeric(0), a list of uninitialized pdMat objects, a
list of one-sided formulas, or a list of vectors
of character strings, object is returned
as an uninitialized pdBlocked 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 a list of initialized pdMat
objects, object will be constructed from the list obtained by
applying as.matrix to each of the pdMat elements of
value. Finally, if value is a list of numeric vectors,
they are assumed to represent the unrestricted coefficients
of the block-diagonal elements of the underlying positive-definite
matrix.
pdBlocked(value, form, nam, data, pdClass)a pdBlocked object representing a positive-definite
block-diagonal matrix, also inheriting from class pdMat.
an optional list with elements to be used as the
value argument to other pdMat constructors. These
include: pdMat objects, positive-definite
matrices, one-sided linear formulas, vectors of character strings, or
numeric vectors. All elements in the list must be similar (e.g. all
one-sided formulas, or all numeric vectors). Defaults to
numeric(0), corresponding to an uninitialized object.
an optional list of one-sided linear formulas specifying the
row/column names for the block-diagonal elements of the matrix
represented by object. Because factors may be present in
form, the formulas needs to be evaluated on a data.frame to
resolve the names they define. This argument is ignored when
value is a list of one-sided formulas. Defaults to NULL.
an optional list of vector of character strings specifying the
row/column names for the block-diagonal elements of the matrix
represented by object. Each of its components must have
length equal to the dimension of the corresponding block-diagonal
element and unreplicated elements. This argument is ignored when
value is a list of 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 any
factors appearing in the formulas. Defaults to the parent
frame from which the function was called.
an optional vector of character strings naming the
pdMat classes to be assigned to the individual blocks in the
underlying matrix. If a single class is specified, it is used for all
block-diagonal elements. This argument will only be used when
value is missing, or its elements are not pdMat
objects. Defaults to "pdSymm".
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, esp. p. 162.
as.matrix.pdMat,
coef.pdMat,
pdClasses,
matrix<-.pdMat
pd1 <- pdBlocked(list(diag(1:2), diag(c(0.1, 0.2, 0.3))),
nam = list(c("A","B"), c("a1", "a2", "a3")))
pd1
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