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These matrices are used in the analytic gradients
duplicationMatrix(n, diag = TRUE)eliminationMatrix(n, diag = TRUE)diagonalizationMatrix(n)
eliminationMatrix(n, diag = TRUE)
diagonalizationMatrix(n)
A sparse matrix
Number of rows and columns in the original matrix
Logical indicating if the diagonal should be included (set to FALSE for derivative of vech(x))
Sacha Epskamp
# Duplication matrix for 10 variables: duplicationMatrix(10) # Elimination matrix for 10 variables: eliminationMatrix(10) # Diagonailzation matrix for 10 variables: diagonalizationMatrix(10)
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