pdClasses: Positive-Definite Matrix Classes
Description
Standard classes of positive-definite matrices (pdMat)
structures available in the nlme library.Value
- Available standard classes:
- pdSymmgeneral positive-definite matrix, with no additional
structure
- pdLogCholgeneral positive-definite matrix, with no additional
structure, using a log-Cholesky parameterization
- pdDiagdiagonal
- pdIdentmultiple of an identity
- pdCompSymmcompound symmetry structure (constant diagonal and
constant off-diagonal elements)
- pdBlockedblock-diagonal matrix, with diagonal blocks of any
"atomic"
pdMat class - pdNaturalgeneral 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.
References
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models
in S and S-PLUS", Springer.