duplicationMatrix | R Documentation |
These matrices are used in the analytic gradients
duplicationMatrix(n, diag = TRUE)
eliminationMatrix(n, diag = TRUE)
diagonalizationMatrix(n)
n |
Number of rows and columns in the original matrix |
diag |
Logical indicating if the diagonal should be included (set to FALSE for derivative of vech(x)) |
A sparse matrix
Sacha Epskamp
# Duplication matrix for 10 variables:
duplicationMatrix(10)
# Elimination matrix for 10 variables:
eliminationMatrix(10)
# Diagonailzation matrix for 10 variables:
diagonalizationMatrix(10)
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