unvec

the number of rows in the square matrix to be formed.

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

<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 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

unvec: Reverse vectorization operator

Description

Usage

Arguments

Value

Warning