projectToeplitz: Projection onto the set of symmetric Toeplitz matrices
In dbacf: Autocovariance Estimation via Difference-Based Methods
View source: R/projectToeplitz.R
projectToeplitz R Documentation
Projection onto the set of symmetric Toeplitz matrices
Description
Computes the orthogonal projection onto the space of symmetric Toeplitz
matrices as given in Grigoriadis et al. (1994).
Usage
projectToeplitz(matrix)
Arguments
matrix
a symmetric matrix.
Value
The computed projection matrix.
References
Grigoriadis, K.M., Frazho, A., Skelton, R. (1994).
Application of alternating convex projection methods for computation
of positive Toeplitz matrices, IEEE Transactions on signal processing
42(7), 1873–1875
See Also
nearPDToeplitz
Examples
A <- matrix(c(2, 1, 1, 1, 2, 0, 1, 0, 0), byrow = 3, nrow = 3)
projectToeplitz(A)
dbacf documentation built on July 9, 2023, 6:26 p.m.
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View source: R/projectToeplitz.R
| projectToeplitz | R Documentation |
Projection onto the set of symmetric Toeplitz matrices
Description
Computes the orthogonal projection onto the space of symmetric Toeplitz matrices as given in Grigoriadis et al. (1994).
Usage
projectToeplitz(matrix)
Arguments
matrix |
a symmetric matrix. |
Value
The computed projection matrix.
References
Grigoriadis, K.M., Frazho, A., Skelton, R. (1994). Application of alternating convex projection methods for computation of positive Toeplitz matrices, IEEE Transactions on signal processing 42(7), 1873–1875
See Also
nearPDToeplitz
Examples
A <- matrix(c(2, 1, 1, 1, 2, 0, 1, 0, 0), byrow = 3, nrow = 3)
projectToeplitz(A)
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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