Vech function

Half-Stacking Vector of a Symmetric Matrix

Obtain the half-stacking vector of a symmetric matrix

Vech(mtx)

Arguments

• mtx: A symmetric matrix

Details

Stacking a matrix into a vector using data on and below the diagonal.

Returns

a vector consisting of stacked elements of a symmetric matrix

Author(s)

Ruey S. Tsay

Examples

m1=matrix(c(1:9),3,3)
m2=(m1+t(m1))/2
v1=Vech(m2)