mcompanion

Objects and Methods for Multi-Companion Matrices

CRAN Package

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) and Boshnakov & Iqelan (2009) .


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  • Depends1 package
  • Imports4 packages
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