pdmatrix-class {Matrix} | R Documentation |
The class of positive-definite, symmetric matrices.
Objects can be created by calls of the form new("pdmatrix", ...)
.
More frequently they are created by coercing a pdMat
object to the pdmatrix
class.
.Data
:"matrix"
, which should
be a numeric matrix.
Class "matrix"
, from data part.
Class "structure"
, by class "matrix".
Class "array"
, by class "matrix".
Class "vector"
, by class "matrix".
signature(from = "pdDiag", to = "pdmatrix")
: extract the positive-definite matrix signature(from = "pdIdent", to = "pdmatrix")
:
extract the positive-definite matrixsignature(from = "pdLogChol", to = "pdmatrix")
:
extract the positive-definite matrixsignature(from = "pdNatural", to = "pdmatrix")
:
extract the positive-definite matrixsignature(from = "matrix", to = "pdmatrix")
:
create a pdmatrix
object from a matrix (does not check for
symmetry or positive-definiteness)signature(from = "pdfactor", to = "pdmatrix")
:
create a positive-definite matrix as the crossproduct of the factor.signature(from = "pdmatrix", to = "pdfactor")
:
convert a pdmatrix
object to its Cholesky factor