Vectorize an Observation Tensor
Vectorizes an array of array-valued observations into a matrix so that each column of the matrix corresponds to a single observational unit.
Array of an order at least two with the last dimension corresponding to the sampling units.
Vectorizes a p_1 x p_2 x ... x p_r x n-dimensional array into a p_1 p_2 ... p_r x n-dimensional matrix, each column of which then corresponds to a single observational unit. The vectorization is done so that the rth index goes through its cycle the fastest and the first index the slowest.
Matrix whose columns contain the vectorized observed tensors.
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# Generate sample data. n <- 100 x <- t(cbind(rnorm(n, mean = 0), rnorm(n, mean = 1), rnorm(n, mean = 2), rnorm(n, mean = 3), rnorm(n, mean = 4), rnorm(n, mean = 5))) dim(x) <- c(3, 2, n) # Matrix of vectorized observations. vecx <- tensorVectorize(x) # The covariance matrix of individual tensor elements cov(t(vecx))
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