companion.form: Companion form function
In MARX: Simulation, Estimation, Model Selection and Forecasting for MARX Models
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This function allows you to compute a companion form matrix in order to check the stability of causal and noncausal part of the ARX model.
Usage
1
companion.form(pol)
Arguments
pol
Coefficient vector. If polynomial is 1 - ax - bx^2, coefficient vector is c(a, b).
Value
C
Companion matrix C.
Author(s)
Sean Telg
Examples
1
2
pol <- c(0.3,0.4)
C <- companion.form(pol)
Example output
MARX documentation built on May 2, 2019, 3:42 a.m.
R Package Documentation
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Description Usage Arguments Value Author(s) Examples
Description
This function allows you to compute a companion form matrix in order to check the stability of causal and noncausal part of the ARX model.
Usage
1 | companion.form(pol)
|
Arguments
pol |
Coefficient vector. If polynomial is 1 - ax - bx^2, coefficient vector is c(a, b). |
Value
C |
Companion matrix C. |
Author(s)
Sean Telg
Examples
1 2 | pol <- c(0.3,0.4)
C <- companion.form(pol)
|
Example output
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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