This function takes a vector of appropriate length (typically
created using vech) and creates a symmetric matrix.
Usage
xpnd(x, nrow)
Arguments
x
A list of elements to expand into symmetric matrix.
nrow
The number of rows (and columns) in the returned matrix.
Value
An $(nrows \times nrows)$ symmetric matrix.
Details
This function is particularly useful when dealing with variance
covariance matrices. Note that R stores matrices in column major
order, and that the items in x will be recycled to fill the
matrix if need be.