XploRe Help : hgen

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

Author: C. Hafner, S. Sperlich, W. Haerdle, 19971027 license MD*Tech