sym_of_vech: Symmetric matrix A from vech(A)

In jeksterslab/gammaMatrix: Asymptotic Covariance Matrix of Covariances

Description

Symmetric matrix from its half-vectorization.

Usage

sym_of_vech(x)

Arguments

x

Vector.

Details

Generates an m \times m symmetric matrix from an m(m + 1) / 2 vector.

Value

A vector.

Author(s)

Ivan Jacob Agaloos Pesigan

References

Wikipedia: Half-vectorization

See Also

Other Linear Algebra Functions: dcap(), kcap(), vechnames(), vech()

Examples

A <- matrix(
  data = c(
    1.0, 0.5, 0.4,
    0.5, 1.0, 0.6,
    0.4, 0.6, 1.0
  ),
  ncol = 3
)
vechA <- c(1.0, 0.5, 0.4, 1.0, 0.6, 1.0)

sym_of_vech(vechA)

jeksterslab/gammaMatrix documentation built on Dec. 20, 2021, 10:10 p.m.