Matrix diagonals (including for random variables)

Extract the diagonal of a matrix or construct a matrix, including random matrices (2-dimensional rvars). Makes base::diag() generic.

# S4 method for rvar
diag(x = 1, nrow, ncol, names = TRUE)

Arguments

x

(numeric,rvar) a matrix, vector, 1D array, missing, or a 1- or 2-dimensional rvar.

nrow, ncol

optional dimensions for the result when x is not a matrix.

names

(when x is a matrix) logical indicating if the resulting vector, the diagonal of x, should inherit names from dimnames(x) if available.

Value

For rvars, has two modes:

1. x is a matrix-like rvar: it returns the diagonal as a vector-like rvar

2. x is a vector-like rvar: it returns a matrix-like rvar with x as the diagonal and zero for off-diagonal entries.

Details

Makes base::diag() into a generic function. See that function's documentation for usage with numerics and for usage of diag<-, which is also supported by rvar.

See also

base::diag()

Examples

# Sigma is a 3x3 covariance matrix
Sigma <- as_draws_rvars(example_draws("multi_normal"))$Sigma
Sigma
#> rvar<100,4>[3,3] mean ± sd:
#>      [,1]          [,2]          [,3]         
#> [1,]  1.28 ± 0.17   0.53 ± 0.20  -0.40 ± 0.28 
#> [2,]  0.53 ± 0.20   3.67 ± 0.45  -2.10 ± 0.48 
#> [3,] -0.40 ± 0.28  -2.10 ± 0.48   8.12 ± 0.95 

diag(Sigma)
#> rvar<100,4>[3] mean ± sd:
#> [1] 1.3 ± 0.17  3.7 ± 0.45  8.1 ± 0.95 

diag(Sigma) <- 1:3
Sigma
#> rvar<100,4>[3,3] mean ± sd:
#>      [,1]          [,2]          [,3]         
#> [1,]  1.00 ± 0.00   0.53 ± 0.20  -0.40 ± 0.28 
#> [2,]  0.53 ± 0.20   2.00 ± 0.00  -2.10 ± 0.48 
#> [3,] -0.40 ± 0.28  -2.10 ± 0.48   3.00 ± 0.00 

diag(as_rvar(1:3))
#> rvar<1>[3,3] mean ± sd:
#>      [,1]    [,2]    [,3]   
#> [1,] 1 ± NA  0 ± NA  0 ± NA 
#> [2,] 0 ± NA  2 ± NA  0 ± NA 
#> [3,] 0 ± NA  0 ± NA  3 ± NA