Toeplitz | R Documentation |
Generate Toeplitz matrix from column and row vector.
Toeplitz(a, b)
a |
vector that will be the first column |
b |
vector that if present will form the first row. |
Toeplitz(a, b)
returns a (non-symmetric) Toeplitz matrix whose
first column is a
and whose first row is b
. The following
rows are shifted to the left.
If the first element of b
differs from the last element of a
it is overwritten by this one (and a warning sent).
Matrix of size (length(a), length(b))
.
stats::Toeplitz
does not allow to specify the row vector, that is
returns only the symmetric Toeplitz matrix.
hankel
Toeplitz(c(1, 2, 3, 4, 5))
Toeplitz(c(1, 2, 3, 4, 5), c(1.5, 2.5, 3.5, 4.5, 5.5))
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