pol.mul: pol.mul

In marima: Multivariate ARIMA and ARIMA-X Analysis

Description

Calculation of product of two matrix polynomials (arrays).

If one or both leading unity matrices (of eta and theta) are missing, they are (it is) generated (and taken into account).

Usage

pol.mul(eta, theta, L)

Arguments

eta	first matrix polynomial
theta	second matrix olynomial
L	order of output polynomial (length = L+1)

Value

matrix polynomial product af eta and theta

Examples

set.seed(4711)
p1 <- check.one(matrix(rnorm(16), nrow=4))
p2 <- check.one(array(rnorm(32),dim=c(4, 4, 2)))
p12 <- pol.mul(p1, p2, L=(2+3))
short.form(p12)

marima documentation built on May 2, 2019, 2:10 p.m.