covar_vech: Covariance vech function
In MSTest: Hypothesis Testing for Markov Switching Models
covar_vech R Documentation
Covariance vech function
Description
This function returns the half-vectorization of an input matrix as a column vector.
Usage
covar_vech(mat)
Arguments
mat
A (n x n) covariance matrix.
Value
A (n+1)*n/2 column vector.
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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| covar_vech | R Documentation |
Covariance vech function
Description
This function returns the half-vectorization of an input matrix as a column vector.
Usage
covar_vech(mat)
Arguments
mat |
A ( |
Value
A (n+1)*n/2 column vector.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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