pdLogChol-class {Matrix} | R Documentation |
A class of general, positive-definite
symmetric matrices parameterized by the non-zero elements in the
Cholesky decomposition. The diagonal elements are represented by
their logarithms in the first q
positions of the parameter
vector. The strict upper triangle of the factor is in the last
q(q-1)/2
positions.
Objects of class pdLogChol
can be created by calls of the form
new("pdLogChol", ...)
or by the generic constructor function
pdLogChol
. Frequently the constructor is given a formula only,
creating an uninitialized pdLogChol
object which is later
assigned a value.
pdLogChol
objects are primarily used to represent the
variance-covariance matrix or the precision matrix of random-effects
terms in mixed-effects models.
form
:"formula", from class
"pdMat"
, a formula for the objectNames
:"character", from class
"pdMat"
, names for the rows (and columns) of the
positive-definite matrix.param
:"numeric", from class
"pdMat"
, a parameter vector of length
[q(q+1)]/2 where q is Ncol
, the
number of columns (and rows) in the positive-definite matrix.Ncol
:"integer", from class
"pdMat"
, number of columns (and rows) in the positive-definite
matrix.factor
:"matrix", from class
"pdMat"
, a square root factor of the positive-definite matrix.logDet
:"numeric", from class
"pdMat"
the logarithm of the absolute value of the determinant
of the square root factor or, equivalently, half the logarithm of
the determinant of the positive-definite matrix.
Class "pdMat"
, directly.
signature(x = "pdLogChol", nlev = "numeric",
value = "matrix")
: update the pdLogChol
object in the EM
algorithm for a mixed-effects model.signature(x = "pdLogChol", A = "matrix",
nlev = "numeric")
: evaluate the gradient of the log-likelihood
in a linear mixed-effects model.signature(object = "pdLogChol", value =
"numeric")
: assign the parameter.signature(from = "pdLogChol", to = "pdmatrix")
:
extract the positive-definite matrix represented by the object.signature(x = "pdLogChol")
: the gradient of
the positive definite matrix with respect to the parameter vector.signature(a = "pdLogChol", b = "missing")
: a
pdLogChol
object representing the inverse of the
positive-definite matrix represented by this object.signature(object = "pdLogChol")
: summarize the
object.m1 <- pdLogChol(~ age) coef(m1) <- rnorm(3) print(m1) solve(m1)