vech2mat function

Convert a half-vector (vech) into a matrix.

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.

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.

Examples

x <- 1:6
vech2mat(x)
vech2mat(x, diag = 7)
vech2mat(x, diag = c(99, 98, 97, 96))
vech2mat(x, diag = 0, lowerOnly = TRUE)

See Also

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