Re: [OctDev] Inverse of vech

[Michael Creel]

On Sun, Oct 16, 2011 at 11:13 AM, Juan Pablo Carbajal <address@hidden> wrote:

Hi,
I have posted a function that implements the two possible inverses of
vech. Does it already exist? I know there is a function that produces
a matrix that when multiplied by the output of vech returns a
symmetric matrix (can't remember the name). I think this version is
less memory/time consuming.

https://sourceforge.net/tracker/?func=detail&aid=3424324&group_id=2888&atid=352888

Thanks for your feedback

--
M. Sc. Juan Pablo Carbajal
-----
PhD Student
University of Zürich
http://ailab.ifi.uzh.ch/carbajal/

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I have a function that generates a symmetric matrix from a vector, at 

http://pareto.uab.es/mcreel/Econometrics/MyOctaveFiles/Utilities/unvech.m

in case you're interested in looking at it.

Cheers,

M.