matrixcalc (version 1.0-3)

hankel.matrix: Hankel Matrix

Description

This function constructs an order n Hankel matrix from the values in the order n vector x. Each row of the matrix is a circular shift of the values in the previous row.

Usage

hankel.matrix(n, x)

Arguments

n

a positive integer value for order of matrix greater than 1

x

a vector of values used to construct the matrix

Value

An order \(n\) matrix.

Details

A Hankel matrix is a square matrix with constant skew diagonals. The determinant of a Hankel matrix is called a catalecticant. Hankel matrices are formed when the hidden Mark model is sought from a given sequence of data.

References

Power, S. C. (1982). Hankel Operators on Hilbert Spaces, Research notes in mathematics, Series 64, Pitman Publishing.

Examples

# NOT RUN {
H <- hankel.matrix( 4, seq( 1, 7 ) )
print( H )
# }

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