qinmatrmult: Convert array of vectors into array of matrices.

In simonsays1980/finmix: An R package for Bayesian estimation of finite mixture distributions

Description

Calling qinmatrmult() on multiple vectors of dimension r(r+1)/2x1 converts these vectors into an array of symmetric matrices of dimension rxr. This function is used to handle the MCMC sampling output from multivariate finite mixture models. To save storage the symmetric variance-covariance matrices of multivariate mixtures are stored vector form. If the covariance matrices are needed for calculations this function helps to restore these matrices from the storage vectors.

Usage

qinmatrmult(m)

Arguments

m	A matrix or array of vectors of dimension r(r+1)/2x1.

Value

An array of symmetric matrices, all of dimension rxr.

See Also

• qinmatr() for converting a single vector into a symmetric matrix

• qincol() for converting a symmetric matrix into a vector

• qincolmult() for converting an array of symmetric matrices into vectors

Examples

# Convert a matrix of vectors
qinmatrmult(matrix(rnorm(36), nrow = 6))

simonsays1980/finmix documentation built on Dec. 23, 2021, 2:25 a.m.