| vechindex {lazy.symbolic} | R Documentation |
Returns the index to convert vech(Mat) to Mat and vice versa.
Description
Returns the index to convert vech(Mat) to Mat and vice versa.
Usage
vechindex(n, nodiag = 0, byrow = 1, lowerh = 1, type = 1, i = NULL, j = NULL)
Arguments
n |
# of rows and columns |
nodiag |
= 1 to omit the diagonal elements |
byrow |
= 1 |
lowerh |
= 1 |
type |
= 1 to generate vector index |
i |
The row index |
j |
The col index |
Details
Let A be n x n. To create vech(A) from A, use
index <- vecvecindex( nrow(A) ); vechA <- A[index]
which is equivalent to: vechA=vech(A).
To see what elements are included in the lower triangle part
of the matrix, use
index <- vecvecindex( nrow(A), type=2 ) .
This will generate the combination of subscripts (i,j) in a matrix.
To recover A from vechA, use
index <- vechindex( n ); A[index] <- vechA
which is equivalent to: A <- vechinv(vechA).
When i and j, i >= j, parameters are given, the location of the A[i,j] in
vech(A) will be returned in a vector of the same size as i and j.
Can be used with character matrix.
Value
vector or matrix of index
Examples
# simlulating vech using vechindex
ndim=4
M=demomat(ndim,ndim,root="m")
vechM=vech(M); vechM2=M[vechindex(ndim)]
Print( vechM, vechM2 )
vechM=vech(M, byrow=0); vechM2=M[vechindex(ndim, byrow=0)]
Print( vechM, vechM2 )
vechM=vech(M, lowerh=0); vechM2=M[vechindex(ndim, lowerh=0)]
Print( vechM, vechM2 )
vechM=vech(M, byrow=0, lowerh=0); vechM2=M[vechindex(ndim, byrow=0, lowerh=0)]
Print( vechM, vechM2 )
# simulating vechinv using vechindex
M2=matrix(NA,ndim,ndim)
M2[vechindex(ndim)]=vech(M)
Print(M2)
M2=matrix(NA,ndim,ndim)
M2[vechindex(ndim, lowerh=0)]=vech(M,lowerh=0)
Print(M2)
# i and j from vector index k
n <- 5
ij <- vechindex(n,type=2)
# k from i and j
k <- vechindex(n, i=ij[,1], j=ij[,2])
Print(ij,k)