This function is a constructor for the
pdSymm 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 matrix-logarithm parametrization described in Pinheiro and Bates (1996). When
numeric(0), an uninitialized
pdMat object, a one-sided formula, or a vector of character strings,
object is returned as an uninitialized
pdSymm object (with just some of its attributes and its class defined) and needs to have its coefficients assigned later, generally using the
matrix replacement functions. If
value is an initialized
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.
pdSymm(value, form, nam, data)
- an optional initialization value, which can be any of the following: a
pdMatobject, 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.
- 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
valueis a one-sided formula. Defaults to
- 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
valueis a vector of character strings. Defaults to
- an optional data frame in which to evaluate the variables named in
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
factorsappearing in the formulas. Defaults to the parent frame from which the function was called.
Pinheiro, J.C. and Bates., D.M. (1996) "Unconstrained Parametrizations for Variance-Covariance Matrices", Statistics and Computing, 6, 289-296.
Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.
Documentation reproduced from R 3.0.1. License: GPL-2.