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.

Usage

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.

See also

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

Examples

x <- 1:6
vech2mat(x)
#>      [,1] [,2] [,3]
#> [1,]    1    2    3
#> [2,]    2    4    5
#> [3,]    3    5    6
vech2mat(x, diag = 7)
#>      [,1] [,2] [,3] [,4]
#> [1,]    7    1    2    3
#> [2,]    1    7    4    5
#> [3,]    2    4    7    6
#> [4,]    3    5    6    7
vech2mat(x, diag = c(99, 98, 97, 96))
#>      [,1] [,2] [,3] [,4]
#> [1,]   99    1    2    3
#> [2,]    1   98    4    5
#> [3,]    2    4   97    6
#> [4,]    3    5    6   96
vech2mat(x, diag = 0, lowerOnly = TRUE)
#>      [,1] [,2] [,3] [,4]
#> [1,]    0    0    0    0
#> [2,]    1    0    0    0
#> [3,]    2    4    0    0
#> [4,]    3    5    6    0