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mcompanion: Objects and Methods for Multi-Companion Matrices
Provides a class for multi-companion matrices with methods for arithmetic and factorization. A method for generation of multi-companion matrices with prespecified spectral properties is provided, as well as some utilities for periodically correlated and multivariate time series models. See Boshnakov (2002) <doi:10.1016/S0024-3795(01)00475-X> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.
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Package details |
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| Author | Georgi N. Boshnakov [aut, cre] |
| Maintainer | Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk> |
| License | GPL (>= 2) |
| Version | 0.6 |
| URL | https://geobosh.github.io/mcompanion/ (doc) https://github.com/GeoBosh/mcompanion (devel) |
| Package repository | View on CRAN |
| Installation |
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