create_J_matrix: Create a special matrix J

In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Create a special matrix J

Description

create_J_matrix generates a d x dp matrix J, where the first d x d block is the identity matrix I_d, and the rest is filled with zeros.

Usage

create_J_matrix(d, p)

Arguments

d	An integer representing the dimension of the identity matrix.
p	An integer representing the factor by which to extend the matrix with zeros.

Value

A d x dp matrix J where the first d x d block is the identity matrix I_d, and the rest is filled with zeros.

sstvars documentation built on Sept. 16, 2025, 1:09 a.m.