Grocer Function

NAME

commutation - commutation of a matrix

CALLING SEQUENCE

[K]=commutation(m[,n])

PARAMETERS

Input

Output

DESCRIPTION

Given any (m X n) matrix A, returns the (mn x mn) K matrix such that: vec(A')=K*vec(A).

EXAMPLE

com=commutation(N)

Used for the impulse functions calculated from vars (see irf_asy).

AUTHOR

Eric Dubois 2002