vech function

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.