31 lines
1.2 KiB
Matlab
31 lines
1.2 KiB
Matlab
function k = symmetric_matrix_index(i,j,n)
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% function k = symmetric_matrix_index(i,j,n)
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% Returns index number of variable combination (i,j) in vech(A) where A is
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% an symmetric n by n matrix and vech creates row vector by stacking rows
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% of A on and above the diagonal
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%
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% Inputs:
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% i [scalar] index of first variable
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% j [scalar] index of second variable
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% n [scalar] number of variables
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% Outputs:
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% k [scalar] index of variable combination in vech(A)
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% Copyright © 2007-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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k = (i-1)*n+j-i*(i-1)/2; |