companion_matrix

Create a companion matrix from a vector.

internal

math

Model time series using mixture autoregressive (MAR)
models. Implemented are frequentist (EM) and Bayesian
methods for estimation, prediction and model
evaluation. See Wong and Li (2002)
<doi:10.1111/1467-9868.00222>, Boshnakov (2009)
<doi:10.1016/j.spl.2009.04.009>), and the extensive
references in the documentation.

Georgi Boshnakov

mixAR

Mixture Autoregressive Models

Davide Ravagli

companion_matrix function

<dl> <dt>v</dt>
<dd>the first row of the matrix, a numeric vector or a matrix
 with one row.</dd> <dt>ncol</dt>
<dd>number of columns, a number.</dd> <dt>nrow</dt>
<dd>number of rows, a number.</dd></dl>

Arguments

Create a companion matrix from a vector — companion_matrix

<dl>

 <dt>v</dt>
<dd>the first row of the matrix, a numeric vector or a matrix
 with one row.</dd>

 <dt>ncol</dt>
<dd>number of columns, a number.</dd>

 <dt>nrow</dt>
<dd>number of rows, a number.</dd>

</dl>

companion_matrix: Create a companion matrix from a vector

Description

Usage

Value

Arguments

Details

Examples