unvec

number of rows the square matrix to be formed.

a size \((d^2x1)\) vector to be unvectorized into a \((dxd)\) matrix.

<code>unvec</code> reverse operator for <code>vec()</code>.<code>unvec</code> forms a square matrix from a vector of
 stacked colums, stacked by <code>vec()</code>.

Maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
model, quantile residual tests, graphical diagnostics, forecasting and simulations. Applying
general linear constraints to the autoregressive parameters is supported.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>.

Savi Virolainen

unvec: Reverse vectorization operator.

Description

Usage

Arguments

Value

Warning