vech {rggm}R Documentation

The half vectororized elements of a given matrix

Usage

vech(m, diag = TRUE)

Arguments

m A symmetric matrix
diag a logical value. If TRUE, diag elements will be included.

Value

A p*(p+1)/2 x 1 matrix (a vector) obtained by stacking all columns of a given matrix

Author(s)

Masashi Miyamura

References

Jan R. Magnus and Heinz Neudecker, (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley & Sons

See Also

duplication


[Package rggm version 1.0.1 Index]