Vech: Half-Stacking Vector of a Symmetrix Matrix

Description

Obtain the half-stacking vector of a symmetric matrix

Usage

1
Vech(mtx)

Arguments

mtx

A symmetric matrix

Details

Stacking a matrix into a vector using data on and below the diagonal.

Value

a vector consisting of stacked elements of a symmetric matrix

Author(s)

Ruey S. Tsay

Examples

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3
m1=matrix(c(1:9),3,3)
m2=(m1+t(m1))/2
v1=Vech(m2)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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