duplication.inverse {rggm} | R Documentation |
Return the inverse of a duplication matrix, so called an elimination matrix
duplication.inverse(n) elimination(n)
n |
a positive integer, indicating a dimmension |
An n*(n+1)/2
rows n
columns elimination matrix.
Masashi Miyamura
Jan R. Magnus and Heinz Neudecker, (1999) Matrix Differential Calculus
with Applications in Statistics and Econometrics, Second Edition, John Wiley & Sons
vech
, duplication
, elimination
m <- matrix(c(1, 2, 3, 2, 5, 6, 3, 6, 9), 3, 3) elimination(3) %*% as.vector(m) # identical to vech(m) duplication.inverse(3) %*% duplication(3) # An identity matrix elimination(3) %*% duplication(3) # The same thing