?? ivech.m
字號:
function transformeddata=ivech(data)
% PURPOSE:
% Transform a vector in to a lower triangular matrix for use by MVGARCH, complements vech
%
% USAGE:
% transformeddata=ivech(data)
%
% INPUTS:
% data: A m by 1 vector to be transformed to a square k by k matrix.
% M must ba solution to the equation k^1+k-2*m=0
%
% OUTPUTS:
% transformeddata - a k by k lower matrix of the form
%
% COMMENTS:
% [ data(1) 0 0 ... 0
% data(2) data(k+1) 0 ... 0
% data(3) data(k+2) data(2k) 0 ... 0
% ... .... . ... ....
% data(k) data(2k-1) ... data(m-1) data(m) ]
%
%
% Author: Kevin Sheppard
% kevin.sheppard@economics.ox.ac.uk
% Revision: 2 Date: 12/31/2001
[t,k]=size(data);
sizeout=(-1+sqrt(1+8*t))/2
transformeddata=zeros(sizeout)
index=1;
for i=1:sizeout
for j=i:sizeout
transformeddata(j,i)=data(index)
index=index+1;
end
end
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -