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st: di-graphs for sppack


From   [email protected]
To   [email protected]
Subject   st: di-graphs for sppack
Date   Mon, 13 Jun 2011 09:21:02 -0500

Laszlo Sandor <[email protected]> asked if it was possible to use the
user-written -sppack- routines with nonsymmetric matrices:

> I have hopes to use -sppack- with a graph that is essentially directed.... 
> In the end, the resulting correlation matrix cannot by symmetric.  Is it a
> problem for -spreg-?

-spmat-, -spreg-, and -spivreg- can handle nonsymmetric matrices.  This is
implied in section 2.5, Normalization methods, of the spmat working paper
available at

  http://econweb.umd.edu/~prucha/Papers/WP_spmat_2011.pdf

--Rafal
[email protected]
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