vech: Column stacking

Description Usage Arguments Value See Also

Description

Stacks the columns below the diagonal of a symmetric matrix. Used in CUSUM method.

Usage

1
vech(X)

Arguments

X

A data matrix of dimension n by p

Value

A numeric vector of length p(p+1)/2

See Also

cusumTestStat


grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.