pdInd: Constuctor for Positive-Definite Matrix With Zero Covariances...

Description Usage Arguments CAUTION

Description

This function is a constructor for the pdInd class, representing a positive-definite matrix with zero covariances except possibly in the first row and column. If the matrix associated with object is of dimension $n$, it is represented by $n + (n-1)$ unrestricted parameters representing a lower-triangular log-Cholesky decomposition. The first $n$ parameters are the logs of the diagonal elements of the matrix and the last $n-1$ components are the $n-1$ remaining elements of the lower-triangular decomposition corresponding the to the possibly non-zero covariances in the first row.

Usage

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pdInd(value = numeric(0), form = NULL, nam = NULL, data = sys.parent(),
  cov = NULL, zero = NULL)

Arguments

value

an option initialization value, which can be any of the following ...

form

an optional one-sided linear formula specifying the row/column names for the matrix represented by object.

nam

and optional vector of character strings specifying the row/column names for the matrix represented by object.

data

and optional data frame i which to evaluate the variables names in value and form. ...

cov

optional position in lower triangle of covariances that are estimated and, thus, possibly non-zero. The default is that the covariances in the first column are estimated and possibly non-zero.

zero

optional way of specifying covariances constrained to be equal to zero. Only the lower triangular portion of the zero is used. The elements that are equal to 0 corresponds to the pattern of elements that are constrained to zero in the covariance matrix.

CAUTION

cov and zero do not work.


gmonette/Tcells documentation built on May 17, 2019, 7:25 a.m.