I have been trying to find examples of anyone who has successfully created their own pdMat classes for use with the lme function in nlme.
Pinherio and Bates' book Mixed effects models in S and S Plus says:
"New pdMat classes, representing user-defined positive-definite matrix structures, can be added to the set of standard classes in Table 4.3 and used with the lme and nlme functions. For this, one must specify a constructor function, generally with the same name as the class, and, at a minimum, methods for the functions pdConstruct, pdMatrix, and coef. The pdDiag constructor and methods can serve as templates for these."
I've tried examining the code but it is quite dense and not altogether obvious how the optimisation function restricts certain elements of the uninitialised matrices. Sifting through the literature on mixed models there does not seem to be any detailed info on anyone who has done this before.
Before I go trawling further through code of the methods for the premade functions I was wondering if anyone had come across examples where people have added new pdMat classes in the past?