mcompanion
Objects and Methods for Multi-Companion Matrices
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)
- Version0.6
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- mcompanion citation info
- Last release12/03/2023
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Team
Georgi N. Boshnakov
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- Depends1 package
- Imports4 packages
- Suggests2 packages
- Reverse Imports2 packages