covar_vech: Covariance vech function
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
covar_vech R Documentation
Covariance vech function
Description
This function returns the half-vectorization of an input matrix as a column vector.
Usage
covar_vech(mat)
Arguments
mat
A (n x n) covariance matrix.
Value
A (n+1)*n/2 column vector.
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| covar_vech | R Documentation |
Covariance vech function
Description
This function returns the half-vectorization of an input matrix as a column vector.
Usage
covar_vech(mat)
Arguments
mat |
A ( |
Value
A (n+1)*n/2 column vector.
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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