Wvec

<p>a size \((dxd)\) square matrix to be vectorized.</p>

<p><code>Wvec</code> stacks columns of the given matrix to form a vector
  and removes elements that are zeros.</p>

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

Savi Virolainen

gmvarkit

Wvec: Vectorization operator that removes zeros

Description

Usage

Arguments

Value

Warning