vectorize: Vectorize a sample of covariance/correlation matrices

View source: R/utils.R

vectorizeR Documentation

Vectorize a sample of covariance/correlation matrices

Description

Vectorize a sample of covariance/correlation matrices

Usage

vectorize(sample)

Arguments

sample

Array, the p x p x N sample to vectorize.

Details

Note that if the sample is of covariance matrices, as returned by port() and diagdom(), the diagonal is omitted from the vectorization process.

Value

A p*(p - 1)/2 x N matrix containing the vectorized sample.


irenecrsn/gmat documentation built on May 9, 2022, 1:11 a.m.