# 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 # Copyrights (C) # for this R-port: # 1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL # Diethelm Wuertz # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # 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)]) } ################################################################################