EVOLUTION-MANAGER
Edit File: pdNatural.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: General Positive-Definite Matrix in Natural Parametrization</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for pdNatural {nlme}"><tr><td>pdNatural {nlme}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>General Positive-Definite Matrix in Natural Parametrization</h2> <h3>Description</h3> <p>This function is a constructor for the <code>pdNatural</code> class, representing a general positive-definite matrix, using a natural parametrization . If the matrix associated with <code>object</code> is of dimension <i>n</i>, it is represented by <i>n*(n+1)/2</i> parameters. Letting <i>S(i,j)</i> denote the <i>ij</i>-th element of the underlying positive definite matrix and <i>r(i,j) = S(i,j)/sqrt(S(i,i)S(j,j)), i not equal to j</i> denote the associated "correlations", the "natural" parameters are given by <i>sqrt(Sii), i=1,..,n</i> and <i>log((1+r(i,j))/(1-r(i,j))), i not equal to j</i>. Note that all natural parameters are individually unrestricted, but not jointly unrestricted (meaning that not all unrestricted vectors would give positive-definite matrices). Therefore, this parametrization should NOT be used for optimization. It is mostly used for deriving approximate confidence intervals on parameters following the optimization of an objective function. When <code>value</code> is <code>numeric(0)</code>, an uninitialized <code>pdMat</code> object, a one-sided formula, or a vector of character strings, <code>object</code> is returned as an uninitialized <code>pdSymm</code> object (with just some of its attributes and its class defined) and needs to have its coefficients assigned later, generally using the <code>coef</code> or <code>matrix</code> replacement functions. If <code>value</code> is an initialized <code>pdMat</code> object, <code>object</code> will be constructed from <code>as.matrix(value)</code>. Finally, if <code>value</code> is a numeric vector, it is assumed to represent the natural parameters of the underlying positive-definite matrix. </p> <h3>Usage</h3> <pre> pdNatural(value, form, nam, data) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>value</code></td> <td> <p>an optional initialization value, which can be any of the following: a <code>pdMat</code> object, a positive-definite matrix, a one-sided linear formula (with variables separated by <code>+</code>), a vector of character strings, or a numeric vector. Defaults to <code>numeric(0)</code>, corresponding to an uninitialized object.</p> </td></tr> <tr valign="top"><td><code>form</code></td> <td> <p>an optional one-sided linear formula specifying the row/column names for the matrix represented by <code>object</code>. Because factors may be present in <code>form</code>, the formula needs to be evaluated on a data.frame to resolve the names it defines. This argument is ignored when <code>value</code> is a one-sided formula. Defaults to <code>NULL</code>.</p> </td></tr> <tr valign="top"><td><code>nam</code></td> <td> <p>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 <code>value</code> is a vector of character strings. Defaults to <code>NULL</code>.</p> </td></tr> <tr valign="top"><td><code>data</code></td> <td> <p>an optional data frame in which to evaluate the variables named in <code>value</code> and <code>form</code>. It is used to obtain the levels for <code>factors</code>, which affect the dimensions and the row/column names of the underlying matrix. If <code>NULL</code>, no attempt is made to obtain information on <code>factors</code> appearing in the formulas. Defaults to the parent frame from which the function was called.</p> </td></tr> </table> <h3>Value</h3> <p>a <code>pdNatural</code> object representing a general positive-definite matrix in natural parametrization, also inheriting from class <code>pdMat</code>. </p> <h3>Author(s)</h3> <p>José Pinheiro and Douglas Bates <a href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</a></p> <h3>References</h3> <p>Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer, esp. p. 162. </p> <h3>See Also</h3> <p><code><a href="as.matrix.pdMat.html">as.matrix.pdMat</a></code>, <code><a href="coef.pdMat.html">coef.pdMat</a></code>, <code><a href="pdClasses.html">pdClasses</a></code>, <code><a href="Matrix.pdMat.html">matrix<-.pdMat</a></code></p> <h3>Examples</h3> <pre> pdNatural(diag(1:3)) </pre> <hr /><div style="text-align: center;">[Package <em>nlme</em> version 3.1-139 <a href="00Index.html">Index</a>]</div> </body></html>