matrix-vech: Stacking vectors and matrices

In fBasics: Rmetrics - Markets and Basic Statistics

Stacking vectors and matrices

Description

Stacks either a lower triangle matrix or a matrix.

Usage

vec(x)
vech(x)

Arguments

x	a numeric matrix.

Details

The function vec implements the operator that stacks a matrix as a column vector, to be more precise in a matrix with one column. vec(X) = (X_{11}, X_{21}, ..., X_{N1}, X_{12}, X_{22}, ..., X_{NN}).

The function vech implements the operator that stacks the lower triangle of a NxN matrix as an N(N+1)/2x1 vector: vech(X) =(X_{11}, X_{21}, X_{22}, X_{31}, ..., X_{NN}), to be more precise in a matrix with one row.

Examples

## Create Pascal Matrix:
P = pascal(3)
   
## Stack the matrix
vec(P) 
   
## Stack the lower triangle
vech(P)                                        

fBasics documentation built on Sept. 11, 2024, 6:34 p.m.