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[project @ 2007-10-09 16:37:45 by jwe]
author jwe
date Tue, 09 Oct 2007 16:37:45 +0000
parents 34f96dd5441b
children 93c65f2a5668
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1 ## Copyright (C) 1995, 1996 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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18 ## 02110-1301, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} vech (@var{x})
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22 ## Return the vector obtained by eliminating all supradiagonal elements of
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23 ## the square matrix @var{x} and stacking the result one column above the
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24 ## other.
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25 ## @end deftypefn
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26
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27 ## See Magnus and Neudecker (1988), Matrix differential calculus with
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28 ## applications in statistics and econometrics.
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29
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30 ## Author KH <Kurt.Hornik@wu-wien.ac.at>
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31 ## Created: 8 May 1995
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32 ## Adapted-By: jwe
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33
c3d634d49ce4 [project @ 1996-11-20 00:20:12 by jwe]
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34 function v = vech (x)
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35
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36 if (nargin != 1)
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37 print_usage ();
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38 endif
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39
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40 if (! issquare (x))
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41 error ("vech: x must be square");
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42 endif
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43
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44 ## This should be quicker than having an inner `for' loop as well.
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45 ## Ideally, vech should be written in C++.
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46 n = rows (x);
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47 v = zeros ((n+1)*n/2, 1);
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48 count = 0;
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49 for j = 1 : n
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50 i = j : n;
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51 v (count + i) = x (i, j);
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52 count = count + n - j;
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53 endfor
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54
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55 endfunction