From: Charles C. Berry <cberry_at_tajo.ucsd.edu>

Date: Sat 09 Sep 2006 - 23:23:18 GMT

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 10:33:54 2006

Date: Sat 09 Sep 2006 - 23:23:18 GMT

On Sun, 10 Sep 2006, w 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".
**>
*

Something like this:

Dn <- function(x){

mat <- diag(x) index <- seq(x*(x+1)/2) mat[ lower.tri( mat , TRUE ) ] <- index mat[ upper.tri( mat ) ] <- t( mat )[ upper.tri( mat ) ] outer(c(mat), index , function( x , y ) ifelse(x==y, 1, 0 ) )}

Dn(4) returns what you describe for a 4 x 4 matrix

> 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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**>
**>
*

Charles C. Berry (858) 534-2098 Dept of Family/Preventive Medicine E mailto:cberry@tajo.ucsd.edu UC San Diego http://biostat.ucsd.edu/~cberry/ La Jolla, San Diego 92093-0717R-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 10:33:54 2006

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