Re: [OctDev] Inverse of vech

[Juan Pablo Carbajal]

On Sun, Oct 16, 2011 at 4:48 PM, Michael Creel <address@hidden> wrote:
>
>
> 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.
>

Hi Michael,
Thanks,

It is essentially the same function but mine avoids the for loops and
gives the option to create an anti-symmetric matrix, since the inverse
vech is not uniquely defined.


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