covar_unvech: Covariance vech to matrix
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
covar_unvech R Documentation
Covariance vech to matrix
Description
This function undoes the half-vectorization of a covariance matrix.
Usage
covar_unvech(sig, n)
Arguments
sig
A (n+1)*n/2 vector.
n
Integer determining shape of the original matrix.
Value
A (n x n) covariance matrix.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| covar_unvech | R Documentation |
Covariance vech to matrix
Description
This function undoes the half-vectorization of a covariance matrix.
Usage
covar_unvech(sig, n)
Arguments
sig |
A (n+1)*n/2 vector. |
n |
Integer determining shape of the original matrix. |
Value
A (n x n) covariance matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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