elimination.matrix {matrixcalc}R Documentation

Elimination matrix for lower triangular matrices

Description

This function returns a matrix with n * ( n + 1 ) / 2 rows and N * n columns which for any lower triangular matrix A transforms vec( A ) into vech(A)

Usage

elimination.matrix(n)

Arguments

n

row or column dimension

Value

A matrix.

Note

~~further notes~~ If the argument is less than or equal to zero, the function displays an error message and stops. If the argument is not an integer, the function displays an error message and stops.

Author(s)

Frederick Novomestky fnovomes@poly.edu

References

Magnus, J. R. and H. Neudecker (1999) Matrix Differential Calculus with Applications in Statistics and Econometrics, Second Edition, John Wiley.

See Also

lower.triangle, vec, vech

Examples

L <- elimination.matrix( 4 )
A <- lower.triangle( matrix( seq( 1, 16, 1 ), nrow=4, byrow=TRUE ) )
vecA <- vec( A )
vechA <- vech( A )
y <- L 
print( y )
print( vechA )

[Package matrixcalc version 1.0-1 Index]