pdmatrix-class {Matrix}R Documentation

Positive-definite matrices

Description

The class of positive-definite, symmetric matrices.

Objects from the Class

Objects can be created by calls of the form new("pdmatrix", ...). More frequently they are created by coercing a pdMat object to the pdmatrix class.

Slots

.Data:
Object of class "matrix", which should be a numeric matrix.

Extends

Class "matrix", from data part. Class "structure", by class "matrix". Class "array", by class "matrix". Class "vector", by class "matrix".

Methods

coerce
signature(from = "pdDiag", to = "pdmatrix"): extract the positive-definite matrix
coerce
signature(from = "pdIdent", to = "pdmatrix"): extract the positive-definite matrix
coerce
signature(from = "pdLogChol", to = "pdmatrix"): extract the positive-definite matrix
coerce
signature(from = "pdNatural", to = "pdmatrix"): extract the positive-definite matrix
coerce
signature(from = "matrix", to = "pdmatrix"): create a pdmatrix object from a matrix (does not check for symmetry or positive-definiteness)
coerce
signature(from = "pdfactor", to = "pdmatrix"): create a positive-definite matrix as the crossproduct of the factor.
coerce
signature(from = "pdmatrix", to = "pdfactor"): convert a pdmatrix object to its Cholesky factor

See Also

pdfactor-class, pdMat-class


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