/usr/share/dynare/matlab/dyn_vech.m is in dynare-common 4.4.1-1build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 | function Vector = dyn_vech(Matrix)
% This function implements the vech operator.
%
% INPUTS
% Matrix [double] a squared n*n symetric matrix.
%
% OUTPUTS
% Vector [double] a n*(n+1)/2 vector.
% Copyright (C) 2010 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n = length(Matrix);
b = 0;
Vector = NaN(n*(n+1)/2,1);
for col = 1:n
idx = transpose(1:col);
Vector(b+idx) = Matrix((col-1)*n+idx);
b = b+length(idx);
end
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