Positive-Definite Matrix Classes
Standard classes of positive-definite matrices (pdMat) available in the nlme package.
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.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
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.
pdBlocked, pdCompSymm, pdDiag, pdFactor, pdIdent, pdMat, pdMatrix, pdNatural, pdSymm, pdLogChol