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:	0.6
Depends:	methods
Imports:	Matrix (≥ 1.5-0), gbutils, MASS, Rdpack
Suggests:	testthat, lagged
Published:	2023-12-03
DOI:	10.32614/CRAN.package.mcompanion
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://geobosh.github.io/mcompanion/ (doc), https://github.com/GeoBosh/mcompanion (devel)
NeedsCompilation:	no
Citation:	mcompanion citation info
Materials:	README NEWS
CRAN checks:	mcompanion results

Documentation:

Reference manual:

mcompanion.pdf

Downloads:

Package source:	mcompanion_0.6.tar.gz
Windows binaries:	r-devel: mcompanion_0.6.zip, r-release: mcompanion_0.6.zip, r-oldrel: mcompanion_0.6.zip
macOS binaries:	r-release (arm64): mcompanion_0.6.tgz, r-oldrel (arm64): mcompanion_0.6.tgz, r-release (x86_64): mcompanion_0.6.tgz, r-oldrel (x86_64): mcompanion_0.6.tgz
Old sources:	mcompanion archive

Reverse dependencies:

Reverse imports:

pcts, PUGMM

Linking:

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