create_J_matrix: Create a special matrix J

In saviviro/gmvarkit: Estimate Gaussian and Student's t Mixture 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.

saviviro/gmvarkit documentation built on March 8, 2024, 4:15 a.m.