parametricMat | R Documentation |
Helper functions to parametrize positive semidefinite matrices in multivariate variogram models.
parametricRank1Mat(p)
parametricPosdefMat(p)
parameterRank1Mat(A)
parameterPosdefMat(A)
parametricRank1ClrMat(p)
parametricPosdefClrMat(p)
parameterRank1ClrMat(A)
parameterPosdefClrMat(A)
A |
a positiv definit matrix of the given type |
p |
a vector of parameters describing the matrix, as returned by the parameter functions. |
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.
A or p, depending on what is not given.
K.Gerald v.d. Boogaart http://www.stat.boogaart.de
vgram2lrvgram
,
CompLinModCoReg
,
vgmFit
parametricRank1Mat(c(0,0,2))
parametricPosdefMat(c(0,0,1,0,0,0))
parameterRank1Mat(matrix(1,nr=3,nc=3))
parameterPosdefMat(diag(5))
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