pdNatural-class {Matrix}R Documentation

Class "pdNatural", positive-definite matrices

Description

A class of general, positive-definite symmetric matrices parameterized by the logarithm of the diagonal elements and Fisher's z transformation of the correlations.

Objects from the Class

Objects can be created by calls of the form new("pdNatural", ...) or by the generic constructor function pdNatural. Frequently the constructor is given a formula only, creating an uninitialized pdNatural object which is later assigned a value.

pdNatural objects are primarily used to represent the variance-covariance matrix or the precision matrix of random-effects terms in mixed-effects models.

Slots

param:
Object of class "numeric", from class "pdMat", a parameter vector of length [q(q+1)]/2 where q is the number of rows (and columns) in the positive-definite matrix.
form:
Object of class "formula", from class "pdMat", a formula for the object
Names:
Object of class "character", from class "pdMat", names for the rows (and columns) of the positive-definite matrix.

Extends

Class "pdMat", directly.

Methods

EMupdate<-
signature(x = "pdNatural", nlev = "numeric", value = "matrix"): update the pdNatural object in the EM algorithm for a mixed-effects model.
LMEgradient
signature(x = "pdNatural", A = "matrix", nlev = "numeric"): evaluate the gradient of the log-likelihood in a linear mixed-effects model.
coef
signature(object = "pdNatural"): extract the parameter.
coef<-
signature(object = "pdNatural", value = "numeric"): assign the parameter.
coerce
signature(from = "pdNatural", to = "pdmatrix"): extract the positive-definite matrix represented by the object.
coerce
signature(from = "pdNatural", to = "pdfactor"): extract a square-root factor of the matrix represented by the object. This factor has a logDet attribute giving the logarithm of its determinant. In the case of pdNatural these are both scalars and the logDet attribute is the logarithm of the absolute value of the factor.
dim
signature(x = "pdNatural"): the dimensions of the positive-definite matrix represented by the object.
isInitialized
signature(object = "pdNatural"): a logical scalar indicating if the object is initialized.
logDet
signature(object = "pdNatural", covariate = "missing"): the logarithm of the determinant of the factor of the positive-definite matrix represented by the object.
pdgradient
signature(x = "pdNatural"): the gradient of the positive definite matrix with respect to the parameter vector.
solve
signature(a = "pdNatural", b = "missing"): a pdNatural object representing the inverse of the positive-definite matrix represented by this object.
summary
signature(object = "pdNatural"): summarize the object.

See Also

pdMat-class


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