vech: Extract Lower Triangular Elements from a Symmetric Matrix
Description
This function takes a symmetric matrix and extracts a list of all lower
triangular elements.
Usage
vech(x)
Value
A list of the lower triangular elements.
Arguments
x
A symmetric matrix.
Details
This function checks to make sure the matrix is square, but it does not
check for symmetry (it just pulls the lower triangular elements). The
elements are stored in column major order. The original matrix can be
restored using the xpnd command.