unvec

<code>unvec</code> forms a square matrix from a vector of
 stacked columns, stacked by <code>vec</code>.

internal

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
mixture vector autoregressive models, 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 (2025) <doi:10.1080/07350015.2024.2322090>,
Savi Virolainen (2022) <doi:10.48550/arXiv.2109.13648>.

Savi Virolainen

gmvarkit

Estimate Gaussian and Student's t Mixture Vector Autoregressive
Models

unvec function

<dl><dt>d</dt>
<dd>the number of rows in the square matrix to be formed.</dd>
<dt>a</dt>
<dd>a size \((d^2x1)\) vector to be unvectorized into a \((dxd)\) matrix.</dd></dl>

Arguments

Warning

Reverse vectorization operator — unvec

<dl>

<dt>d</dt>
<dd>the number of rows in the square matrix to be formed.</dd>


<dt>a</dt>
<dd>a size \((d^2x1)\) vector to be unvectorized into a \((dxd)\) matrix.</dd>

</dl>

unvec: Reverse vectorization operator

Description

Usage

Value

Arguments

Warning