rockchalk: vech2mat – R documentation

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vech2mat

Convert a half-vector (vech) into a matrix.

Description

Fills a matrix from a vector that represents the lower triangle. If user does not supply a value for diag, then the vech will fill in the diagonal as well as the strictly lower triangle. If diag is provided (either a number or a vector), then vech is for the strictly lower triangular part. The default value for lowerOnly is FALSE, which means that a symmetric matrix will be created. See examples for a demonstration of how to fill in the lower triangle and leave the diagonal and the upper triangle empty.

Usage

vech2mat(vech, diag = NULL, lowerOnly = FALSE)

Arguments

`vech`	A vector
`diag`	Optional. A single value or a vector for the diagonal. A vech is a strictly lower triangluar vech, it does not include diagonal values. diag can be either a single value (to replace all elements along the diagonal) or a vector of the correct length to replace the diagonal.
`lowerOnly`	Default = FALSE.

Examples

x <- 1:6
vech2mat(x)
vech2mat(x, diag = 7)
vech2mat(x, diag = c(99, 98, 97, 96))
vech2mat(x, diag = 0, lowerOnly = TRUE)

rockchalk

Regression Estimation and Presentation

v1.8.144

GPL (>= 3.0)

Authors

Paul E. Johnson [aut, cre], Gabor Grothendieck [ctb]

Initial release

2019-03-07