algebraMatrices function

Model matrices used in derivatives

These matrices are used in the analytic gradients

duplicationMatrix(n, diag = TRUE)

eliminationMatrix(n, diag = TRUE)

diagonalizationMatrix(n)

Arguments

• n: Number of rows and columns in the original matrix
• diag: Logical indicating if the diagonal should be included (set to FALSE for derivative of vech(x))

Author(s)

Sacha Epskamp

Returns

A sparse matrix

Examples

# Duplication matrix for 10 variables:
duplicationMatrix(10)

# Elimination matrix for 10 variables:
eliminationMatrix(10)

# Diagonailzation matrix for 10 variables:
diagonalizationMatrix(10)