Description Usage Arguments Details Value Examples
Half-vectorization of a symmetric matrix
1 | vech(M)
|
M |
An n by n symmetric matrix. |
Throws an error if M is not square, but does not test if M is symmetric. Elements above the main diagonal are simply ignored.
A column vector containing the vech of M, i.e. the n * (n + 1) / 2 unique elements of M.
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