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.
See Also
Similar functions exist in many packages, see
vec2sm in corpcor, xpnd in MCMCpack