vectorize: Vectorize a sample of covariance/correlation matrices

Description Usage Arguments Details Value

View source: R/utils.R

Description

Vectorize a sample of covariance/correlation matrices

Usage

1

Arguments

sample

Array, the p x p x N sample to vectorize.

Details

Note that if the sample is of covariance matrices, as returned by port() and diagdom(), the diagonal is omitted from the vectorization process.

Value

A p*(p - 1)/2 x N matrix containing the vectorized sample.


gmat documentation built on Aug. 30, 2020, 9:07 a.m.