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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) <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
DOI: 10.32614/CRAN.package.mcompanion
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

Documentation:

Reference manual: mcompanion.pdf

Downloads:

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 dependencies:

Reverse imports: pcts, PUGMM

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mcompanion to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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