ltMatrices  R Documentation 
A class representing multiple lower triangular matrices and some methods.
ltMatrices(object, diag = FALSE, byrow = FALSE, names = TRUE)
## S3 method for class 'ltMatrices'
as.array(x, symmetric = FALSE, ...)
## S3 method for class 'syMatrices'
as.array(x, ...)
## S3 method for class 'ltMatrices'
diagonals(x, ...)
## S3 method for class 'syMatrices'
diagonals(x, ...)
## S3 method for class 'matrix'
diagonals(x, ...)
## S3 method for class 'integer'
diagonals(x, ...)
diagonals(x) < value
## S3 replacement method for class 'ltMatrices'
diagonals(x) < value
## S3 replacement method for class 'syMatrices'
diagonals(x) < value
## S3 method for class 'ltMatrices'
solve(a, b, transpose = FALSE, ...)
## S3 method for class 'syMatrices'
chol(x, ...)
## S3 method for class 'ltMatrices'
aperm(a, perm, is_chol = FALSE, ...)
Lower_tri(x, diag = FALSE, byrow = attr(x, "byrow"))
Mult(x, y, transpose = FALSE)
Tcrossprod(x, diag_only = FALSE)
Crossprod(x, diag_only = FALSE)
chol2cov(x)
invchol2chol(x)
chol2invchol(x)
invchol2cov(x)
invchol2pre(x)
chol2pre(x)
Dchol(x, D = 1 / sqrt(Tcrossprod(x, diag_only = TRUE)))
invcholD(x, D = sqrt(Tcrossprod(solve(x), diag_only = TRUE)))
chol2cor(x)
invchol2cor(x)
chol2pc(x)
invchol2pc(x)
vectrick(C, S, A, transpose = c(TRUE, TRUE))
standardize(chol, invchol)
destandardize(chol = solve(invchol), invchol, score_schol)
object 
a 
diag 
logical, 
byrow 
logical, 
names 
logical or character vector of length 
symmetric 
logical, object is interpreted as a symmetric matrix if

diag_only 
logical, compute diagonal elements of crossproduct only
if 
x,chol,invchol 
object of class 
value 
a matrix of diagonal elements to be assigned (of dimension 
a 
object of class 
perm 
a permutation of the covariance matrix corresponding to 
is_chol 
a logical indicating if 
D 
a matrix (of dimension 
y 
matrix with 
b 
matrix with 
C 
an object of class 
S 
an object of class 
A 
an object of class 
transpose 
a logical of length two indicating if 
score_schol 
score matrix for a standardized 
... 
additional arguments, currently ignored. 
ltMatrices
interprets a matrix as lower triangular elements of
multiple lower triangular matrices. The corresponding class can be used to
store such matrices efficiently. Matrix multiplications, solutions to linear
systems, explicite inverses, and crossproducts can be computed based on such
objects. Details can be found in the lmvnorm_src
package vignette.
The constructor ltMatrices
returns objects of class ltMatrices
with corresponding methods.
vignette("lmvnorm_src", package = "mvtnorm")
J < 4L
N < 2L
dm < paste0("d", 1:J)
xm < paste0("x", 1:N)
(C < ltMatrices(matrix(runif(N * J * (J + 1) / 2),
ncol = N, dimnames = list(NULL, xm)),
diag = TRUE, names = dm))
## dimensions and names
dim(C)
dimnames(C)
names(C)
## subset
C[,2:3]
## multiplication
y < matrix(runif(N * J), nrow = J)
Mult(C, y)
## solve
solve(C)
solve(C, y)
## tcrossprod
Tcrossprod(C)
## convert to matrix
as.array(solve(C[1,]))[,,1]
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