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: 0.5-3
Imports: methods, Matrix, gbutils, MASS, Rdpack
Suggests: testthat
Published: 2020-02-19
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://github.com/GeoBosh/mcompanion https://geobosh.github.io/mcompanion/
NeedsCompilation: no
Citation: mcompanion citation info
Materials: README NEWS
CRAN checks: mcompanion results

Downloads:

Reference manual: mcompanion.pdf
Package source: mcompanion_0.5-3.tar.gz
Windows binaries: r-devel: mcompanion_0.5-2.zip, r-devel-gcc8: mcompanion_0.5-3.zip, r-release: mcompanion_0.5-2.zip, r-oldrel: mcompanion_0.5-3.zip
OS X binaries: r-release: mcompanion_0.5-3.tgz, r-oldrel: mcompanion_0.5-3.tgz
Old sources: mcompanion archive

Reverse dependencies:

Reverse imports: pcts

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