Vech: Half-Stacking Vector of a Symmetric Matrix
In d-/MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
Vech R Documentation
Half-Stacking Vector of a Symmetric Matrix
Description
Obtain the half-stacking vector of a symmetric matrix
Usage
Vech(mtx)
Arguments
mtx
A symmetric matrix
Details
Stacking a matrix into a vector using data on and below the diagonal.
Value
a vector consisting of stacked elements of a symmetric matrix
Author(s)
Ruey S. Tsay
Examples
m1=matrix(c(1:9),3,3)
m2=(m1+t(m1))/2
v1=Vech(m2)
d-/MTS documentation built on June 12, 2022, 12:50 a.m.
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| Vech | R Documentation |
Half-Stacking Vector of a Symmetric Matrix
Description
Obtain the half-stacking vector of a symmetric matrix
Usage
Vech(mtx)
Arguments
mtx |
A symmetric matrix |
Details
Stacking a matrix into a vector using data on and below the diagonal.
Value
a vector consisting of stacked elements of a symmetric matrix
Author(s)
Ruey S. Tsay
Examples
m1=matrix(c(1:9),3,3) m2=(m1+t(m1))/2 v1=Vech(m2)
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.
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