MCMCpack (version 0.4-5)

vech: Extract Lower Triangular Elements from a Symmetric Matrix

Description

This function takes a symmetric matrix and extracts a list of all lower triangular elements.

Usage

vech(x)

Arguments

x

A symmetric matrix.

Value

• A list of the lower triangular elements.

Details

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.

See Also

xpnd

Examples

symmat <- matrix(c(1,2,3,4,2,4,5,6,3,5,7,8,4,6,8,9),4,4) 
   vech(symmat)