2010-01-23 17:55:28 +01:00
|
|
|
function d = dyn_diag_vech(Vector)
|
2009-10-29 18:16:10 +01:00
|
|
|
% This function returns the diagonal elements of a symmetric matrix
|
|
|
|
% stored in vech form
|
2017-05-16 15:10:20 +02:00
|
|
|
%
|
|
|
|
% INPUTS
|
2009-10-29 18:16:10 +01:00
|
|
|
% Vector [double] a m*1 vector.
|
2017-05-16 15:10:20 +02:00
|
|
|
%
|
|
|
|
% OUTPUTS
|
2009-10-29 18:16:10 +01:00
|
|
|
% d [double] a n*1 vector, where n solves n*(n+1)/2=m.
|
|
|
|
|
2017-05-18 18:36:38 +02:00
|
|
|
% Copyright (C) 2010-2017 Dynare Team
|
2009-10-29 18:16:10 +01:00
|
|
|
%
|
|
|
|
% This file is part of Dynare.
|
|
|
|
%
|
|
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
|
|
% it under the terms of the GNU General Public License as published by
|
|
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
|
|
% (at your option) any later version.
|
|
|
|
%
|
|
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
|
|
% GNU General Public License for more details.
|
|
|
|
%
|
|
|
|
% You should have received a copy of the GNU General Public License
|
2021-06-09 17:33:48 +02:00
|
|
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
2009-10-29 18:16:10 +01:00
|
|
|
|
2009-12-16 18:17:34 +01:00
|
|
|
m = length(Vector);
|
|
|
|
n = (sqrt(1+8*m)-1)/2;
|
|
|
|
k = cumsum(1:n);
|
|
|
|
d = Vector(k);
|