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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: (doc), (devel)
NeedsCompilation: no
Citation: mcompanion citation info
Materials: README NEWS
CRAN checks: mcompanion results


Reference manual: mcompanion.pdf


Package source: mcompanion_0.6.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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