unvech

number of rows the square matrix to be formed.

a size \((d(d+1)/2x1)\) vector to be unvectorized into a symmetric \((dxd)\) matrix.

<code>unvech</code> creates a symmetric matrix from the given vector by
 copying the lower triangular part to be the upper triangular part as well.

internal

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 and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

Savi Virolainen

unvech: Reverse operator of the parsimonious vectorization operator `vech`

Description

Usage

Arguments

Value

Warning