"""""" #
"""
Copyright (c) 2020-2023, Dany Cajas
All rights reserved.
This work is licensed under BSD 3-Clause "New" or "Revised" License.
License available at https://github.com/dcajasn/Riskfolio-Lib/blob/master/LICENSE.txt
"""
from riskfolio.external.functions import *
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def duplication_matrix(n: int):
r"""
Calculate duplication matrix of size "n" as shown in :cite:`d-Magnus1980`.
Parameters
----------
n : int
Number of assets.
Returns
-------
D: np.ndarray
Duplication matrix
"""
return cpp_duplication_matrix(n)
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def duplication_elimination_matrix(n: int):
r"""
Calculate duplication elimination matrix of size "n" as shown in :cite:`d-Magnus1980`.
Parameters
----------
n : int
Number of assets.
Returns
-------
L: np.ndarray
Duplication matrix
"""
return cpp_duplication_elimination_matrix(n)
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def duplication_summation_matrix(n: int):
"""
Calculate duplication summation matrix of size "n" as shown in :cite:`d-Cajas4`.
Parameters
----------
n : int
Number of assets.
Returns
-------
S: np.ndarray
Duplication summation matrix.
"""
return cpp_duplication_summation_matrix(n)