vech {MCMCpack} | R Documentation |
This function takes a symmetric matrix and extracts a list of all lower triangular elements.
vech(x)
x |
A symmetric matrix. |
This function checks to make sure the matrix is square, but it does
not check for symmetry (it just pulls the lower
triangular elements). The elements are stored in column major order.
The original matrix can be restored using the xpnd
command.
A list of the lower triangular elements.
symmat <- matrix(c(1,2,3,4,2,4,5,6,3,5,7,8,4,6,8,9),4,4) vech(symmat)