Package: mcompanion 0.5.8.9000
Georgi N. Boshnakov
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>.
Authors:
mcompanion_0.5.8.9000.tar.gz
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mcompanion.pdf |mcompanion.html✨
mcompanion/json (API)
NEWS
| # Install 'mcompanion' in R: |
| install.packages('mcompanion', repos = c('https://geobosh.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/geobosh/mcompanion/issues
eigen-vector-decompositionmatricesperiodictime-series
Last updated 12 months agofrom:734b9ddd31. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win | OK | Oct 31 2024 |
| R-4.5-linux | OK | Oct 31 2024 |
| R-4.4-win | OK | Oct 31 2024 |
| R-4.4-mac | OK | Oct 31 2024 |
| R-4.3-win | OK | Oct 31 2024 |
| R-4.3-mac | OK | Oct 31 2024 |
Exports:chain_indchains_to_listcoercefrom_Jordaninitializeis_mc_bottomJordan_matrixJordanDecompositionmake_mcchainsmake_mcevmake_mcgevmake_mcmatrixmc_0chainsmc_chain_extendmc_chain_mergemc_chain_scalemc_chain_subsetmc_chains_triangulatemc_eigenmc_eigenvaluesmc_factorizemc_factorsmc_from_factorsmc_from_filtermc_fullmc_leftcmc_matrixmc_ordermc.0chain.completemc.0chain.dxmc.0chain.structmc.0chain.structfillmC.non0chain.extendmCompanionmcSpecmcStablemf_ordermf_periodmf_polesmf_VSformnull_complementpermute_synchpermute_varrblockmultreduce_chains_simplesim_chainssim_mcsim_pcfilterspec_corespec_root0spec_root1spec_seeds1tVAR2pcfilter
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Objects and Methods for Multi-Companion Matrices | mcompanion-package mcompanion |
| Utilities for Jordan matrices | chains_to_list chain_ind from_Jordan Jordan_matrix |
| Create objects representing Jordan decompositions | JordanDecomposition JordanDecomposition,ANY,ANY-method JordanDecomposition,JordanDecomposition,missing-method JordanDecomposition,list,missing-method JordanDecomposition,missing,matrix-method JordanDecomposition,missing,missing-method JordanDecomposition,number,matrix-method JordanDecomposition,number,missing-method JordanDecomposition,SmallMultiCompanion,missing-method JordanDecomposition-methods |
| A basic class for Jordan decompositions | coerce,JordanDecompositionDefault,matrix-method initialize,JordanDecompositionDefault-method JordanDecomposition-class JordanDecompositionDefault-class |
| Create a multi-companion eigenvector | make_mcev make_mcgev |
| Generate a multi-companion matrix from spectral description | make_mcchains make_mcmatrix |
| Extend multi-companion eigenvectors | mc_chain_extend |
| The eigen decomposition of a multi-companion matrix | mc_eigen mc_eigenvalues |
| Factorise multi-companion matrices | mc_factorize mc_leftc |
| Factors of multi-companion matrices | mc_factors |
| Multi-companion matrix from factors | mc_from_factors mc_from_filter |
| Basic utilities for multi-companion matrices | is_mc_bottom mc_full mc_matrix mc_order |
| Create objects from class MultiCompanion | initialize,MultiCompanion-method mCompanion |
| Generate objects of class mcSpec | initialize,mcSpec-method mcSpec |
| A class for spectral specifications of multi-companion matrices | mcSpec-class |
| Check if an object is stable | mcStable mcStable-methods |
| Extract properties of multi-filters | mf_order mf_period mf_poles mf_VSform |
| Class "MultiCompanion" | %*%,ANY,MultiCompanion-method %*%,matrix,MultiCompanion-method %*%,MultiCompanion,ANY-method %*%,MultiCompanion,matrix-method %*%,MultiCompanion,MultiCompanion-method %*%,MultiCompanion,vector-method %*%,vector,MultiCompanion-method coerce,dgeMatrix,MultiCompanion-method coerce,matrix,MultiCompanion-method coerce,MultiCompanion,dgeMatrix-method coerce,MultiCompanion,matrix-method mcStable,MultiCompanion-method MultiCompanion-class t,MultiCompanion-method [,MultiCompanion,index,index,logical-method [,MultiCompanion,index,index,missing-method [,MultiCompanion,index,missing,logical-method [,MultiCompanion,index,missing,missing-method [,MultiCompanion,missing,index,logical-method [,MultiCompanion,missing,index,missing-method |
| Class "MultiFilter" | initialize,MultiFilter-method mcStable,MultiFilter-method MultiFilter-class [,MultiFilter,ANY,ANY,ANY-method |
| Compute the orthogonal complement of a subspace | null_complement |
| Permute rows and columns of matrices | permute_synch permute_var |
| Right-multiply a matrix by a block | rblockmult |
| Simulate a multi-companion matrix | sim_mc |
| Generate periodic filters | sim_pcfilter |
| A class for small multi-companion matrices | coerce,SmallMultiCompanion,matrix-method initialize,SmallMultiCompanion-method SmallMultiCompanion-class |
| Parameterise Jordan chains of multi-companion matrices | spec_core |
| Give the spectral parameters for zero eigenvalues of mc-matrices | spec_root0 |
| Give the spectral parameters for eigenvalues of mc-matrices equal to one | spec_root1 |
| Generate seed parameters for unit mc-eigenvectors | spec_seeds1 |
| PAR representations of VAR models | VAR2pcfilter |