parametricMat: Unique parametrisations for matrices.

parametricMatR Documentation

Unique parametrisations for matrices.

Description

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

Usage

parametricRank1Mat(p)
parametricPosdefMat(p)
parameterRank1Mat(A)
parameterPosdefMat(A)
parametricRank1ClrMat(p)
parametricPosdefClrMat(p)
parameterRank1ClrMat(A)
parameterPosdefClrMat(A)
          

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

parametricRank1Mat(c(0,0,2))
parametricPosdefMat(c(0,0,1,0,0,0))
parameterRank1Mat(matrix(1,nr=3,nc=3))
parameterPosdefMat(diag(5))

compositions documentation built on June 22, 2024, 12:15 p.m.