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) <doi:10.1016/j.laa.2007.02.010> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.
| Version: | 0.4-5 |
| Imports: | methods, Matrix, gbutils, MASS, Rdpack |
| Suggests: | testthat |
| Published: | 2017-08-29 |
| Author: | Georgi N. Boshnakov |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | mcompanion citation info |
| Materials: | NEWS |
| CRAN checks: | mcompanion results |
| Reference manual: | mcompanion.pdf |
| Package source: | mcompanion_0.4-5.tar.gz |
| Windows binaries: | r-devel: mcompanion_0.4-5.zip, r-release: mcompanion_0.4-5.zip, r-oldrel: mcompanion_0.4-5.zip |
| OS X El Capitan binaries: | r-release: mcompanion_0.4-5.tgz |
| OS X Mavericks binaries: | r-oldrel: mcompanion_0.4-5.tgz |
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