vech function

Version 1.0.0.0 (522 Bytes) by BINH PHAM
The equivalent vech function in Lutkepohl (2005) textbook.
0.0
(0)
214 Downloads
Updated 15 Feb 2018

View License

The equivalent "vech" function in Gauss or elsewhere in the econometrics textbook, especially in Lutkepohl (2005) as well as Kilian & Lutkepohl (2017) SVAR.
It merely returns the elements on and below the diagonal, then stacks column-by-column. There is another function "vechmd" in the community dealing with 3 or 4-dimensional matrix, but I think it should be the original one for ease to code VAR/SVAR estimation.

Cite As

BINH PHAM (2026). vech function (https://in.mathworks.com/matlabcentral/fileexchange/66077-vech-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers
Tags Add Tags

Version Published Release Notes
1.0.0.0