Unique parametrisations for matrices.

Share:

Description

Helper functions to parametrize positive semidefinite matrices in multivariate variogram models.

Usage

1
2
3
4
5
6
7
8
9

Arguments

A

a positiv definit matrix of the given type

p

a vector of parameters describing the matrix, as returned by the parameter functions.

Details

The rank 1 matrix is parametrised by the first eigenvector scaled by the square root of the eigenvalue. The positiv semidefinit matrix the entries of a upper right triangular matrix R with t(R)%*%R==A. The clr matrices are work with the parameters of the corresponding ilr matrix.

Value

A or p, depending on what is not given.

Author(s)

K.Gerald v.d. Boogaart http://www.stat.boogaart.de

See Also

vgram2lrvgram, CompLinModCoReg, vgmFit

Examples

1
2
3
4

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.