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.
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