unWvec: Reverse vectorization operator that restores zeros
In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models
unWvec R Documentation
Reverse vectorization operator that restores zeros
Description
unWvec forms a square matrix from a vector of
stacked columns where zeros are removed according to impact
matrix constraints.
Usage
unWvec(Wvector, d, B_constraints)
Arguments
Wvector
a length d^2 - n_zeros vector where n_zeros is the
number of zero entries in the impact matrix.
d
the number of rows in the square matrix to be formed.
Value
a (d x d) impact matrix W.
sstvars documentation built on April 11, 2025, 5:47 p.m.
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| unWvec | R Documentation |
Reverse vectorization operator that restores zeros
Description
unWvec forms a square matrix from a vector of
stacked columns where zeros are removed according to impact
matrix constraints.
Usage
unWvec(Wvector, d, B_constraints)
Arguments
Wvector |
a length |
d |
the number of rows in the square matrix to be formed. |
Value
a (d x d) impact matrix W.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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