UprodR: Creation of an orthogonal matrix

In gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models

Creation of an orthogonal matrix

Description

This function returns an orthogonal matrix which results of the matrix products of rotation matrices.

Usage

UprodR(theta)

Arguments

theta

Vector, of angles of the rotation matrices.

Details

The length of theta must be equal to m * (m - 1) / 2, where m is the dimension of the orthogonal matrix. The elements of theta must lie in the interval [0, π/2).

Value

result

Object of class Orthom.

Author(s)

Bernhard Pfaff

References

Vilenkin, N. Ja. (1968), Special Functions and the Theory of Group Representations, Translations of Mathematical Monographs, 22, American Math. Soc., Providence, Rhode Island, USA.

See Also

Rd2, Orthom

Examples

theta <- c(pi/3, pi/5, pi/7)
U <- UprodR(theta)
U

gogarch documentation built on April 29, 2022, 5:06 p.m.