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/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>
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:, r-release:, r-oldrel:
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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