[R] duplication matrix
Gabor Grothendieck
ggrothendieck at gmail.com
Sun Sep 10 01:41:26 CEST 2006
Note that xpnd(v), which you mentioned in your post, is a linear transform
whose effect on v is the same as D_n %*% v so just pump an identity
matrix through xpnd to get its matrix:
library(MCMCpack)
D_n <- function(n) apply(diag(n*(n+1)/2), 2, xpnd, n)
# test
D_n(3)
On 9/9/06, w <scip1121 at yahoo.com.cn> wrote:
> Dear R-list members,
> Just wondering if there is any way to compute the duplication matrix in R.
> I tried to search for it but only found functions "xpnd" and "vech".
>
> Basically for a symmetric n by n matrix A, the duplication matrix D_n is
> a matrix of dimension n^2 by n(n+1)/2 such that
> D_n vech(A)= c(A), where c(A) just vectorizes A.
>
> The duplication matrix is defined on page 49 of the book "Matrix
> differential calculus with applications in statistics and econometrics"
> by Magnus and Neudecker (1988 )
>
> Thanks a lot!
>
>
>
>
>
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