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mcompanion
View on CRAN: Click
here
Download and install mcompanion package within the R console
Install from CRAN:
install.packages("mcompanion")
Install from Github:
library("remotes")
install_github("cran/mcompanion")
Install by package version:
library("remotes")
install_version("mcompanion", "0.6")
Attach the package and use:
library("mcompanion")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-08-29
Latest Update: 2023-12-03
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)
and Boshnakov & Iqelan (2009)
.
How to cite:
Georgi N. Boshnakov (2017). mcompanion: Objects and Methods for Multi-Companion Matrices. R package version 0.6, https://cran.r-project.org/web/packages/mcompanion
Previous versions and publish date:
Other packages that cited mcompanion R package
View mcompanion citation profile
Other R packages that mcompanion depends,
imports, suggests or enhances
Functions, R codes and Examples using
the mcompanion R package
Some associated functions: JordanDecomposition . JordanDecompositionDefault-class . MultiCompanion-class . MultiFilter-class . SmallMultiCompanion-class . VAR2pcfilter . jordan . mCompanion . make_mcev . make_mcmatrix . mc.0chain.complete . mc.0chain.dx . mc.0chain.struct . mc.0chain.structfill . mc.non0chain.extend . mcSpec-class . mcSpec . mcStable . mc_0chains . mc_chain_extend . mc_chain_scale . mc_chain_subset . mc_chains_triangulate . mc_eigen . mc_factorize . mc_factors . mc_from_factors . mc_matrix . mcompanion-package . mf_VSform . nullComplement . optionalMatrix-class . permute_var . rblockmult . reduce_chains_simple . sim_chains . sim_mc . sim_pcfilter . spec_core . spec_root0 . spec_root1 . spec_seeds1 .
Some associated R codes: chains_smc.R . class_Jordan.R . class_MC.R . class_MF.R . class_SMC.R . class_mcSpec.R . mat.R . mc.R . mcompanion.R . sim.R . utils_Jordan.R . Full mcompanion package functions and examples
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