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1 ## Copyright (C) 1995, 1996, 1997, 1999, 2000, 2002, 2005, 2006, 2007, 2008 |
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2 ## Kurt Hornik |
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3 ## Copyright (C) 2009 VZLU Prague |
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4 ## |
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5 ## This file is part of Octave. |
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6 ## |
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7 ## Octave is free software; you can redistribute it and/or modify it |
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8 ## under the terms of the GNU General Public License as published by |
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9 ## the Free Software Foundation; either version 3 of the License, or (at |
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10 ## your option) any later version. |
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11 ## |
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12 ## Octave is distributed in the hope that it will be useful, but |
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13 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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14 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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15 ## General Public License for more details. |
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16 ## |
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17 ## You should have received a copy of the GNU General Public License |
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18 ## along with Octave; see the file COPYING. If not, see |
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19 ## <http://www.gnu.org/licenses/>. |
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20 |
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21 ## -*- texinfo -*- |
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22 ## @deftypefn {Function File} {} vech (@var{x}) |
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23 ## Return the vector obtained by eliminating all supradiagonal elements of |
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24 ## the square matrix @var{x} and stacking the result one column above the |
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25 ## other. |
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26 ## @end deftypefn |
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27 |
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28 ## See Magnus and Neudecker (1988), Matrix differential calculus with |
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29 ## applications in statistics and econometrics. |
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30 |
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31 ## Author KH <Kurt.Hornik@wu-wien.ac.at> |
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32 ## Created: 8 May 1995 |
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33 ## Adapted-By: jwe |
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34 |
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35 function v = vech (x) |
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36 |
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37 if (nargin != 1) |
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38 print_usage (); |
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39 endif |
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40 |
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41 if (! issquare (x)) |
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42 error ("vech: x must be square"); |
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43 endif |
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44 |
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45 n = rows (x); |
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46 slices = cellslices (x(:), (1:n) + n*(0:n-1), n*(1:n)); |
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47 v = vertcat (slices{:}); |
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48 |
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49 endfunction |
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50 |
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51 %!assert(all (vech ([1, 2, 3; 4, 5, 6; 7, 8, 9]) == [1; 4; 7; 5; 8; 9])); |
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52 |
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53 %!error vech (); |
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54 |
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55 %!error vech (1, 2); |
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56 |
