Name

duplication — Magnus and Neudecker's duplication matrix

CALLING SEQUENCE

[d]=duplication(n)

PARAMETERS

Input

• n = dimension of the underlying var-cov matrix

Output

• d = (n*n x n*(n+1)/2) duplication matrix

DESCRIPTION

Returns Magnus and Neudecker's duplication matrix of size n

EXAMPLE


dup=duplication(N) (see irf_asy)



               

AUTHOR

Eric Dubois 2002