unvech: Returns a symmetric matrix from a vector

In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models

Returns a symmetric matrix from a vector

Description

This function returns the symmetric matrix X from a vector that resulted from v = vech(X).

Usage

unvech(v)

Arguments

v	Vector, numeric.

Details

The vector v must have length equal to m * (m + 1) / 2, whereby m is a dimension of the symmetric matrix X_{m \times m}.

Value

X	Matrix, symmetric of order m \times m.

Author(s)

Bernhard Pfaff

See Also

vec

Examples

v <- c(1, 2, 3, 4, 5, 6)
unvech(v)

gogarch documentation built on April 29, 2022, 5:06 p.m.