Grocer Function
NAME
duplication - Magnus and Neudecker's duplication matrix
CALLING SEQUENCE
[d]=duplication(n)
PARAMETERS
Input
- n = dimension of the underlying var-cov matrix
Output
-
d = (n*n x n*(n+1)/2) duplication matrix
DESCRIPTION
-
Returns Magnus and Neudecker's duplication matrix of size n
EXAMPLE
dup=duplication(N) (see irf_asy)
AUTHOR
Eric Dubois 2002