mcompanion

CRANmcompanionMaRDI QIDQ92275FDOQ92275

Objects and Methods for Multi-Companion Matrices

Georgi N. Boshnakov

Last update: 3 December 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.5.5, 0.5.6, 0.4-5, 0.5-0, 0.5-1, 0.5-2, 0.5-3, 0.5.7, 0.5.8, 0.6

Description

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/S0024-3795(01)00475-X> and Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>.

Cites work

• Generation Of Time Series Models With Given Spectral Properties
• Multi-companion matrices

Cited In (1)

• pcts

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