duplication {rggm}R Documentation

A duplication matrix

Description

Usage

duplication(n)

Arguments

n a positive integer

Value

A n*(n+1)/2 matrix with real values.

Author(s)

Masashi Miyamura

References

Jan R. Magnus and Heinz Neudecker, (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley & Sons

See Also

vech, duplication.inverse, elimination

Examples

  m <- matrix(c(1, 2, 3,
                2, 5, 6,
                3, 6, 9),
              3, 3)
  duplication(3) %*% vech(m) # identical to as.vector(m)

[Package rggm version 1.0.1 Index]