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)
|Author||Georgi N. Boshnakov|
|Date of publication||2017-08-29 12:30:35 UTC|
|Maintainer||Georgi N. Boshnakov <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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