pdLogChol {nlme} | R Documentation

## General Positive-Definite Matrix

### Description

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 character vector, `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.

### Usage

    pdLogChol(value, form, nam, data)

### Arguments

`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 character vector 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 character vector. 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 `factor`s appearing in the formulas. Defaults to the parent frame from which the function was called.

### Details

Internally, the `pdLogChol` representation of a symmetric positive definite matrix is a vector starting with the logarithms of the diagonal of the Choleski factorization of that matrix followed by its upper triangular portion.

### Value

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

### Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

### References

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.

### See Also

`as.matrix.pdMat`, `coef.pdMat`, `pdClasses`, `matrix<-.pdMat`

### Examples

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

    (pd4 <- pdLogChol(1:6))
    (pd4c <- chol(pd4)) # -> upper-tri matrix with off-diagonals  4 5 6
    pd4c[upper.tri(pd4c)]
    log(diag(pd4c)) # 1 2 3

[Package nlme version 3.1-131 Index]