<code>vec</code> stacks columns of the given matrix to form a vector.

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

vec function

<dl><dt>A</dt>
<dd>a size \((dxd)\) square matrix to be vectorized.</dd></dl>

Arguments

Warning

Vectorization operator — vec

<dl>

<dt>A</dt>
<dd>a size \((dxd)\) square matrix to be vectorized.</dd>

</dl>

vec: Vectorization operator

Description

Usage

Value

Arguments

Warning