VechM {MTS}

Matrix constructed from output of the Vech Command. In other words, restore the original symmetric matrix from its half-stacking vector.

Description

Restores the symmetric matrix from the Vech command

Usage

VechM(vec)

Arguments

vec

A vector representing the half-stacking of a symmetric matrix

Details

This command re-construct a symmetric matrix from output of the Vech command

Value

A symmetric matrix

Author(s)

Ruey S. Tsay

References

Tsay (2014, Appendix A)

See Also

Vech

Examples

v1=c(2,1,3)
m1=VechM(v1)
m1