The equivalent "vech" function in Gauss or elsewhere in the econometrics textbook, especially in Lutkepohl (2005) as well as Kilian & Lutkepohl (2017) SVAR.
It merely returns the elements on and below the diagonal, then stacks column-by-column. There is another function "vechmd" in the community dealing with 3 or 4-dimensional matrix, but I think it should be the original one for ease to code VAR/SVAR estimation.
引用格式
BINH PHAM (2024). vech function (https://www.mathworks.com/matlabcentral/fileexchange/66077-vech-function), MATLAB Central File Exchange. 检索来源 .
MATLAB 版本兼容性
创建方式
R14
兼容任何版本
平台兼容性
Windows macOS Linux类别
在 Help Center 和 MATLAB Answers 中查找有关 Statistics and Machine Learning Toolbox 的更多信息
标签
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!版本 | 已发布 | 发行说明 | |
---|---|---|---|
1.0.0.0 |