vech

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

<p><code>vech</code> stacks columns of the given matrix from
  the principal diagonal downwards (including elements on the diagonal) to form a vector.</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

vech: Parsimonious vectorization operator for symmetric matrices

Description

Usage

Arguments

Value

Warning