Dear R-list members,
Just wondering if there is any way to compute the duplication matrix in R.
I tried to search for it but only found functions "xpnd" and "vech".
Basically for a symmetric n by n matrix A, the duplication matrix D_n is
a matrix of dimension n^2 by n(n+1)/2 such that
D_n vech(A)= c(A), where c(A) just vectorizes A.
The duplication matrix is defined on page 49 of the book "Matrix
differential calculus with applications in statistics and econometrics"
by Magnus and Neudecker (1988 )
Thanks a lot!
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