unvech

<code>unvech</code> creates a symmetric matrix from the given vector by
 copying the lower triangular part to be the upper triangular part as well.

internal

Penalized and non-penalized maximum likelihood estimation of smooth
transition vector autoregressive models with various types of transition weight
functions, conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, and calculation of impulse
response functions, generalized impulse response functions, and generalized
forecast error variance decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

unvech function

<dl><dt>d</dt>
<dd>number of rows the square matrix to be formed.</dd>
<dt>a</dt>
<dd>a size \((d(d+1)/2x1)\) vector to be unvectorized into a symmetric \((dxd)\) matrix.</dd></dl>

Arguments

Reverse operator of the parsimonious vectorization operator vech — unvech

<dl>

<dt>d</dt>
<dd>number of rows the square matrix to be formed.</dd>


<dt>a</dt>
<dd>a size \((d(d+1)/2x1)\) vector to be unvectorized into a symmetric \((dxd)\) matrix.</dd>

</dl>

unvech: Reverse operator of the parsimonious vectorization operator `vech`

Description

Usage

Value

Arguments