id_triangular: Identification with triangluar decomposition

In kvasilopoulos/abvar: Vector Autoregression Models

Description

Identification with triangluar decomposition

Usage

id_triangular(x, ...)

Examples

## Not run: 
A <- matrix(c(1, 1, 1, 1, 1, 1, -1, -1, 1, -1, -1, 1, 1, -1, 1, -1), 4)
luDec <- lu(A)
L <- expand(luDec)$L
U <- expand(luDec)$U
p <- expand(luDec)$P
# LU is a row-permuted version of A
L %*% U
#Going back to the original identity A = PLU we can recover A
P %*% L %*% U

## End(Not run)

kvasilopoulos/abvar documentation built on April 27, 2021, 6:38 a.m.