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 columns, stacked by <code>vec</code>.

Unconstrained and constrained maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR)
model, quantile residual tests, graphical diagnostics, simulations, and forecasting.
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