trustOptim (version 0.8.4.1)

inv.vech: Inverse vech operator on a vector

Description

Returns a lower triangular matrix from a vector, filled columnwise.

Usage

inv.vech(x)

Arguments

x

a vector of conforming length.

Value

• A k x k lower triangular matrix.

Details

x must be a vector of length k(k+1)/2, where k is the number of rows (and columns) of the result.