1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
|
# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# Function: DESCRIPTION:
# vec Stacks a matrix as column vector
# vech Stacks a lower triangle matrix
################################################################################
vec <-
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Stacks a matrix as column vector
# Details:
# vec(X) = (X11, X21, ..., XN1, X12, X22, ..., XNN)'
# Note:
# Example for a 3x3 Matrix:
# X11, X21, X22, X31, X32, X33
# FUNCTION:
# Return Value:
t(t(as.vector(x)))
}
# ------------------------------------------------------------------------------
vech <-
function(x)
{
# A function implemented by Diethelm Wuertz
# Description:
# Stacks a lower triangle matrix
# Details:
# vech is the operator that stacks the lower triangle
# of a NxN matrix as an N(N+1)/2x1 vector:
# vech(X) =(X11, X21, X22, X31, ..., XNN)'
# Note:
# Example for a 3x3 Matrix:
# X11, X21, X22, X31, X32, X33
# FUNCTION:
# Return Value:
t(x[!upper.tri(x)])
}
################################################################################
|
