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/j.laa.2007.02.010> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.

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Package details

AuthorGeorgi N. Boshnakov
MaintainerGeorgi N. Boshnakov <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mcompanion documentation built on Aug. 29, 2017, 5:06 p.m.