| Vech {MTS} | R Documentation |
Half-Stacking Vector of a Symmetric Matrix
Description
Obtain the half-stacking vector of a symmetric matrix
Usage
Vech(mtx)
Arguments
mtx |
A symmetric matrix |
Details
Stacking a matrix into a vector using data on and below the diagonal.
Value
a vector consisting of stacked elements of a symmetric matrix
Author(s)
Ruey S. Tsay
Examples
m1=matrix(c(1:9),3,3)
m2=(m1+t(m1))/2
v1=Vech(m2)
[Package MTS version 1.2.1 Index]