R/math__vech.R

In feng-li/flutils: Feng Li's utility functions

#' Make a vech vector from a full matrix
#'
#' This function create a vech vector
#' @param X Full matrix
#' @param diag TRUE or FALSE
#' @return vector
#' @author Feng Li, Department of Statistics, Stockholm University, Sweden.
#' @export
vech <- function(X, diag = TRUE)
{
  out <- matrix(X[as.vector(lower.tri(X, diag = diag))])
  return(out)
}