complex2mat: Functions to manipulate complex variables and matrices

In config-i1/complex: Time Series Analysis and Forecasting Using Complex Variables

Functions to manipulate complex variables and matrices

Description

complex2mat() constructs a matrix from the provided complex variable, while complex2vec() returns a vector (in mathematical sense), both of them split the real and imaginary parts. mat2complex() and vec2complex() do the reverse of the respective functions. See details for explanation.

Usage

complex2mat(x)

complex2vec(x)

mat2complex(x)

vec2complex(x)

Arguments

x	vector or matrix of complex variables.

Details

Complex variable x + iy can be represented as a vector (x y)' or as a matrix: (x -y) (y x)

complex2mat() returns the latter, while complex2vec() returns the former. If a user provides a vector of complex variables, the values are stacked above each other. If a matrix is provided, a higher dimensional matrix is returned.

mat2complex() and vec2complex() return complex variables based on provided matrix.

The function is needed to calculate some statistics for complex variables in vector form.

Value

A matrix with real and imaginary parts of x split into columns (and rows in case of complex2mat()).

#' @references

• Svetunkov, S. & Svetunkov I (2022) Complex Autoregressions. In Press.

Author(s)

Ivan Svetunkov, [e-mail]

References

• Svetunkov, S. & Svetunkov I. (2022) Complex Autoregressions. In Press.

See Also

clm

Examples

# Generate random complex variables
x <- complex(real=rnorm(100,10,10), imaginary=rnorm(100,10,10))

# Get a matrix and a vector for one value
complex2mat(x[1])
complex2vec(x[1])

# Get matrices for all values
complex2mat(x)
complex2vec(x)

config-i1/complex documentation built on Oct. 9, 2024, 3:04 p.m.