trustOptim (version 0.8.4.1)

vech: Vech operator on a matrix.

Description

Vector of elements of lower triangle of matrix, including diagonal, in column-wise order

Usage

vech(M)

Arguments

M

A matrix.

Value

• A vector of conforming length

Details

#'

If M is a k x k matrix, then x is a vector of length k(k+1)/2.