comp_form: Companion Form
In SethOttoQuant/dateutils: Date Utils

Put the transition matrix 'B' into companion form

1	comp_form(B)

`B`	Transition matrix from a VAR model

Companion matrix of the input matrix

1	comp_form(matrix(c(1:4), nrow = 2, byrow = TRUE)) ## matrix(c(4,-2,-3,1), nrow = 2, byrow = TRUE)

SethOttoQuant/dateutils documentation built on Dec. 15, 2021, 12:39 p.m.

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