pdLogChol {nlme} | R Documentation |

This function is a constructor for the `pdLogChol`

class,
representing a general positive-definite matrix. If the matrix
associated with `object`

is of dimension *n*, it is
represented by *n*(n+1)/2* unrestricted parameters,
using the log-Cholesky parametrization described in Pinheiro and
Bates (1996). 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 `pdLogChol`

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
matrix-logarithm parametrization of the underlying positive-definite
matrix.

pdLogChol(value, form, nam, data)

`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. 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. |

a `pdLogChol`

object representing a general positive-definite
matrix, also inheriting from class `pdMat`

.

Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu

Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.

`as.matrix.pdMat`

, `coef.pdMat`

,
`matrix<-.pdMat`

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

[Package *nlme* version 3.1-66 Index]