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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.
| Citation | mcompanion citation info |
| geobosh.github.io/mcompanion/ (doc) | |
| github.com/GeoBosh/mcompanion (devel) | |
| Bug report | File report |
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