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sstvars (version 1.2.1)

vech: Parsimonious vectorization operator for symmetric matrices

Description

vech stacks columns of the given matrix from the principal diagonal downwards (including elements on the diagonal) to form a vector.

Usage

vech(A)

Value

a vector of size (d(d+1)/2x1).

Arguments

A

a size (dxd) symmetric matrix to be vectorized parsimoniously.