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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>.
| Version: | 0.6 |
| Depends: | methods |
| Imports: | Matrix (≥ 1.5-0), gbutils, MASS, Rdpack |
| Suggests: | testthat, lagged |
| Published: | 2023-12-03 |
| Author: | Georgi N. Boshnakov [aut, cre] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://github.com/GeoBosh/mcompanion/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://geobosh.github.io/mcompanion/ (doc), https://github.com/GeoBosh/mcompanion (devel) |
| NeedsCompilation: | no |
| Citation: | mcompanion citation info |
| Materials: | README NEWS |
| CRAN checks: | mcompanion results |
| Reference manual: | mcompanion.pdf |
| Package source: | mcompanion_0.6.tar.gz |
| Windows binaries: | r-devel: mcompanion_0.6.zip, r-release: mcompanion_0.6.zip, r-oldrel: mcompanion_0.6.zip |
| macOS binaries: | r-release (arm64): mcompanion_0.6.tgz, r-oldrel (arm64): mcompanion_0.6.tgz, r-release (x86_64): mcompanion_0.6.tgz, r-oldrel (x86_64): mcompanion_0.6.tgz |
| Old sources: | mcompanion archive |
| Reverse imports: | pcts, PUGMM |
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