From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Sat 09 Sep 2006 - 23:41:26 GMT

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sun Sep 10 09:54:07 2006

Date: Sat 09 Sep 2006 - 23:41:26 GMT

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@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!
**>
**>
**>
**>
**>
**> ---------------------------------
**> ÑÅ»¢Ãâ·ÑÓÊÏä-3.5GÈÝÁ¿£¬20M¸½¼þ
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**>
**>
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
**>
**>
**>
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sun Sep 10 09:54:07 2006

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