vec2cov {gmmsslm}

Transform a vector into a matrix

Description

Transform a vector into a matrix i.e., Sigma=R^T*R

Usage

vec2cov(par)

Arguments

par

A vector representing a variance matrix

Details

The variance matrix is decomposed by computing the Choleski factorization of a real symmetric positive-definite square matrix. Then, storing the upper triangular factor of the Choleski decomposition into a vector.

Value

sigma A variance matrix