vech | R Documentation |
vech takes the upper diagonal from a symmetric matrix and vectorizes it.
vech(x)
x |
a symmetric matrix. |
A vector with the components of the upper diagonal from the matrix, listed by row.
For internal use.
Clecio Ferreira, Diego Gallardo and Camila Zeller.
A<-matrix(c(1,2,2,5),nrow=2)
##vectorized A matrix
B<-vech(A)
B
##reconstitute matrix A using B
xpnd(B,2)
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