Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: agen bgen

Quantlet: hgen
Description: auxiliary quantlet for full VAR model analysis

Usage: h = hgen(ord,di)
Input:
ord vector, order of series
di vector, dimensions
Output:
h vector

Example:

library("multi")

h = hgen(2,2)

h

Result:

Contents of h

[1,]        1        0

[2,]        0        1  

[3,]        0        0 

[4,]        0        0 

[5,]        1        0 

[6,]        0        1 

[7,]        0        0 

[8,]        0        0 


Library: multi
See also: agen bgen

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Hafner, Sperlich 971027
(C) MD*TECH Method and Data Technologies, 21.9.2000