vech

Vectorization the lower triangular part of a square matrix

Description

This function returns a vector obtained by stacking the lower triangular part of a square matrix.

Usage

vech(x)

Arguments

Argument	Description
x	a square matrix.

Value

Let x be a \(n\) by \(n\) matrix, then vech(x) is a \(n(n+1)/2\) -dimensional vector.

Examples

x <- matrix(rep(1:10, each = 10), ncol = 10)
x
y <- vech(x)
y