VechM: Matrix constructed from output of the Vech Command. In other...

In MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

Matrix constructed from output of the Vech Command. In other words, restore the original symmetric matrix from its half-stacking vector.

Description

Restores the symmetric matrix from the Vech command

Usage

VechM(vec)

Arguments

vec	A vector representing the half-stacking of a symmetric matrix

Details

This command re-construct a symmetric matrix from output of the Vech command

Value

A symmetric matrix

Author(s)

Ruey S. Tsay

References

Tsay (2014, Appendix A)

See Also

Vech

Examples

v1=c(2,1,3)
m1=VechM(v1)
m1

MTS documentation built on April 11, 2022, 5:07 p.m.