34 lines
839 B
R
34 lines
839 B
R
#' Half vectorization of a matrix (lower part)
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#' @export
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vech <- function(A) A[lower.tri(A, diag = TRUE)]
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#' @export
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vech.index <- function(p) which(.row(c(p, p)) >= .col(c(p, p)))
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#' @export
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vech.pinv.index <- function(p) {
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index <- matrix(NA_integer_, p, p)
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index[lower.tri(index, diag = TRUE)] <- seq_len(p * (p + 1L) / 2L)
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index[upper.tri(index)] <- t(index)[upper.tri(index)]
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index
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}
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#' pseudo inserse of the half vectorization
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#'
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#' @examples
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#' # only valid for symmetric matrices
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#' A <- matrix(rnorm(4^2), 4)
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#' A <- A + t(A)
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#' all.equal(A, vech.pinv(vech(A)))
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#'
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#' @export
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vech.pinv <- function(a) {
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# determin original dimensions
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p <- as.integer((sqrt(8 * length(a) + 1) - 1) / 2)
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stopifnot(p * (p + 1L) == 2L * length(a))
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# de-vectorized matrix
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matrix(a[vech.pinv.index(p)], p, p)
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}
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