unvech: Reverse operator of the parsimonious vectorization operator...
In gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
unvech R Documentation
Reverse operator of the parsimonious vectorization operator vech
Description
unvech creates a symmetric matrix from the given vector by
copying the lower triangular part to be the upper triangular part as well.
Usage
unvech(d, a)
Arguments
d
number of rows the square matrix to be formed.
a
a size (d(d+1)/2x1) vector to be unvectorized into a symmetric (dxd) matrix.
Value
a symmetric matrix of size (dxd).
Warning
No argument checks!
gmvarkit documentation built on Nov. 15, 2023, 1:07 a.m.
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| unvech | R Documentation |
Reverse operator of the parsimonious vectorization operator vech
Description
unvech creates a symmetric matrix from the given vector by
copying the lower triangular part to be the upper triangular part as well.
Usage
unvech(d, a)
Arguments
d |
number of rows the square matrix to be formed. |
a |
a size |
Value
a symmetric matrix of size (dxd).
Warning
No argument checks!
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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