[R] duplication matrix

From: w <scip1121_at_yahoo.com.cn>
Date: Sat 09 Sep 2006 - 19:49:58 GMT


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!                  



 Ż-3.5G20M

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