gogarch (version 0.7-6)

unvech: Returns a symmetric matrix from a vector

Description

This function returns the symmetric matrix \(X\) from a vector that resulted from \(v = vech(X)\).

Usage

unvech(v)

Value

X

Matrix, symmetric of order \(m \times m\).

Arguments

v

Vector, numeric.

Author

Bernhard Pfaff

Details

The vector v must have length equal to \(m * (m + 1) / 2\), whereby \(m\) is a dimension of the symmetric matrix \(X_{m \times m}\).

See Also

vec

Examples

v <- c(1, 2, 3, 4, 5, 6)
unvech(v)