View source: R/sigex.blocktoep.r
sigex.blocktoep | R Documentation |
Background: Given a sequence of matrix gamma(0), gamma(1),...,gamma(k) a block Toeplitz matrix has the form [ gamma(0), t(gamma(1)),...,t(gamma(k)) ] [ gamma(1), gamma(0),...,t(gamma(k-1)) ] [ gamma(k),...,gamma(0)]
sigex.blocktoep(x.array)
x.array |
Array of dimension N x N x H, where x.array[,,1] is gamma(0) |
Notes: presumes that gamma(0) is symmetric
x.toep: array of dimension N x H x N x H, where x.toep[,j,,k]
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