vech {BGmisc}

vech Create the half-vectorization of a matrix

Description

vech Create the half-vectorization of a matrix

Usage

vech(x)

Arguments

x

a matrix, the half-vectorization of which is desired

Details

This function returns the vectorized form of the lower triangle of a matrix, including the diagonal. The upper triangle is ignored with no checking that the provided matrix is symmetric.

Value

A vector containing the lower triangle of the matrix, including the diagonal.

Examples

vech(matrix(c(1, 0.5, 0.5, 1), nrow = 2, ncol = 2))