vech {rggm} | R Documentation |
vech(m, diag = TRUE)
m |
A symmetric matrix |
diag |
a logical value. If TRUE, diag elements will be included. |
A p*(p+1)/2
x 1
matrix (a vector) obtained by stacking
all columns of a given matrix
Masashi Miyamura
Jan R. Magnus and Heinz Neudecker, (1999) Matrix Differential Calculus
with Applications in Statistics and Econometrics, Second Edition, John Wiley & Sons