dateutils (version 0.1.5)

comp_form: Companion Form

Description

Put the transition matrix `B` into companion form

Usage

comp_form(B)

Arguments

B

Transition matrix from a VAR model

Value

Companion matrix of the input matrix

Examples

# NOT RUN {
comp_form(matrix(c(1:4), nrow = 2, byrow = TRUE)) ## matrix(c(4,-2,-3,1), nrow = 2, byrow = TRUE)
# }