covar_unvech {MSTest}R Documentation

Covariance vech to matrix

Description

This function undoes the half-vectorization of a covariance matrix.

Usage

covar_unvech(sig, n)

Arguments

sig

A (n+1)*n/2 vector.

n

Integer determining shape of the original matrix.

Value

A (n x n) covariance matrix.


[Package MSTest version 0.1.5 Index]