The function ltzd is used to calculate the value of quadratic forms for the inverse of a symmetric positive definite autocorrelation matrix, using the Levinson algorithm (Golub and Van Loan 1996, Algorithm 4.7.2).
time series data
A numeric value t(x) * solve(R) * x. t(.) denotes the transpose of a vector and R is the autocorrelation matrix.
Golub G.H., Van Loan C.F. (1996) Matrix Computations, Baltimore: John Hopkins University Press.
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