Name

elimination — Magnus and Neudecker's elimination matrix

CALLING SEQUENCE

[d]=elimination(n)

PARAMETERS

Input

• n = the size of the underlying var_cov matrix

Output

• d = the elimination matrix

DESCRIPTION

Returns Magnus and Neudecker's elimination matrix of size n

EXAMPLE


dup=elimination(N) (see irf_asy.sci)



               

AUTHOR

Eric Dubois 2002