comp_form: Companion Form

Description Usage Arguments Value Examples

View source: R/dateutils.R

Description

Put the transition matrix 'B' into companion form

Usage

1

Arguments

B

Transition matrix from a VAR model

Value

Companion matrix of the input matrix

Examples

1
comp_form(matrix(c(1:4), nrow = 2, byrow = TRUE)) ## matrix(c(4,-2,-3,1), nrow = 2, byrow = TRUE)

dateutils documentation built on Nov. 10, 2021, 5:09 p.m.