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]