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DESCRIPTION
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DESCRIPTION
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Package: mcompanion
Type: Package
Title: Objects and Methods for Multi-Companion Matrices
Version: 0.5.8.9000
Authors@R: person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("aut", "cre"),
email = "georgi.boshnakov@manchester.ac.uk")
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>.
URL: https://geobosh.github.io/mcompanion/ (doc), https://github.com/GeoBosh/mcompanion (devel)
BugReports: https://github.com/GeoBosh/mcompanion/issues
Depends: methods
Imports: Matrix (>= 1.5-0), gbutils, MASS, Rdpack
Suggests: testthat, lagged
RdMacros: Rdpack
License: GPL (>= 2)
Collate:
mc.R
mcompanion.R
utils_Jordan.R
mat.R
sim.R
class_MC.R
class_MF.R
class_Jordan.R
chains_smc.R
class_SMC.R
class_mcSpec.R