Convert a List of Symmetric Matrices into a Stacked Matrix

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Description

It converts a list of symmetric matrices into a stacked matrix. Dimensions of the symmetric matrices have to be the same. It tries to preserve the dimension names if possible. Dimension names will be created if there is no dimension names in the first symmetric matrix.

Usage

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Arguments

x

A list of k p x p symmetric matrices.

diag

Logical. If it is TRUE, vech is used to vectorize the (covariance) matrices. If it is FALSE, vechs is used to vectorize the (correlation) matrices.

Value

A k x p* stacked matrix where p* = p(p-1)/2 for diag=FALSE or p* = p(p+1)/2 for diag=TRUE.

Author(s)

Mike W.-L. Cheung <mikewlcheung@nus.edu.sg>

Examples

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C1 <- matrix(c(1,0.5,0.4,0.5,1,0.2,0.4,0.2,1), ncol=3)  
C2 <- matrix(c(1,0.4,NA,0.4,1,NA,NA,NA,NA), ncol=3)  

## A list without dimension names 
list2matrix(list(C1, C2))
#      x2_x1 x3_x1 x3_x2
# [1,]   0.5   0.4   0.2
# [2,]   0.4    NA    NA

dimnames(C1) <- list( c("x","y","z"), c("x","y","z") )
dimnames(C2) <- list( c("x","y","z"), c("x","y","z") )

## A list with dimension names
list2matrix(list(C1, C2))
#      y_x z_x z_y
# [1,] 0.5 0.4 0.2
# [2,] 0.4  NA  NA

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