vech: Parsimonious vectorization operator for symmetric matrices
In gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
vech R Documentation
Parsimonious vectorization operator for symmetric matrices
Description
vech stacks columns of the given matrix from
the principal diagonal downwards (including elements on the diagonal) to form a vector.
Usage
vech(A)
Arguments
A
a size (dxd) symmetric matrix to be vectorized parsimoniously.
Value
a vector of size (d(d+1)/2x1).
Warning
No argument checks!
gmvarkit documentation built on April 4, 2025, 1:54 a.m.
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.
| vech | R Documentation |
Parsimonious vectorization operator for symmetric matrices
Description
vech stacks columns of the given matrix from
the principal diagonal downwards (including elements on the diagonal) to form a vector.
Usage
vech(A)
Arguments
A |
a size |
Value
a vector of size (d(d+1)/2x1).
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.