mat_power

<code>mat_power</code> computes the j:th power of a square matrix A using
exponentiation by squaring.

internal

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive, Student's t mixture vector autoregressive, and Gaussian and Student's t
mixture vector autoregressive models, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function and generalized
forecast error variance decomposition.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2025) <doi:10.1080/07350015.2024.2322090>,
Savi Virolainen (2022) <doi:10.48550/arXiv.2109.13648>.

Savi Virolainen

gmvarkit

Estimate Gaussian and Student's t Mixture Vector Autoregressive
Models

mat_power function

<dl><dt>A</dt>
<dd>A square numeric matrix.</dd>
<dt>j</dt>
<dd>A natural number representing the power to which the matrix will be raised.</dd></dl>

Arguments

Compute the j:th power of a square matrix A — mat_power

<dl>

<dt>A</dt>
<dd>A square numeric matrix.</dd>


<dt>j</dt>
<dd>A natural number representing the power to which the matrix will be raised.</dd>

</dl>

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mat_power: Compute the j:th power of a square matrix A

Description

Usage

Value

Arguments