Grocer Function
NAME
elimination - Magnus and Neudecker's elimination matrix
CALLING SEQUENCE
[d]=elimination(n)
PARAMETERS
Input
-
n = the size of the underlying var_cov matrix
Output
-
d = the elimination matrix
DESCRIPTION
Returns Magnus and Neudecker's elimination matrix of size n
EXAMPLE
dup=elimination(N) (see irf_asy.sci)
AUTHOR
Eric Dubois 2002