Function reference • mcompanion

mcompanion overview

mcompanion-package mcompanion: Objects and Methods for Multi-Companion Matrices

Main functions

mCompanion() initialize(<MultiCompanion>): Create objects from class MultiCompanion

sim_mc(): Simulate a multi-companion matrix

sim_pcfilter(): Generate periodic filters

VAR2pcfilter(): PAR representations of VAR models

mf_order() mf_period() mf_poles() mf_VSform(): Extract properties of multi-filters

Utilities for multi-companion matrices

mc_eigen() mc_eigenvalues(): The eigen decomposition of a multi-companion matrix

mc_factorize() mc_leftc(): Factorise multi-companion matrices

mc_factors(): Factors of multi-companion matrices

mc_from_factors() mc_from_filter(): Multi-companion matrix from factors

mc_full() mc_matrix() mc_order() is_mc_bottom(): Basic utilities for multi-companion matrices

make_mcmatrix() make_mcchains(): Generate a multi-companion matrix from spectral description

make_mcev() make_mcgev(): Create a multi-companion eigenvector

Generic matrix utilities

JordanDecomposition(): Create objects representing Jordan decompositions

JordanDecompositionDefault-class JordanDecomposition-class coerce,JordanDecompositionDefault,matrix-method initialize,JordanDecompositionDefault-method: A basic class for Jordan decompositions

Jordan_matrix() from_Jordan() chain_ind() chains_to_list(): Utilities for Jordan matrices

null_complement(): Compute the orthogonal complement of a subspace

rblockmult(): Right-multiply a matrix by a block

mcStable(): Check if an object is stable

Spectral description of mc-matrices

spec_core(): Parameterise Jordan chains of multi-companion matrices

spec_root0(): Give the spectral parameters for zero eigenvalues of mc-matrices

spec_root1(): Give the spectral parameters for eigenvalues of mc-matrices equal to one

spec_seeds1(): Generate seed parameters for unit mc-eigenvectors

Classes and generators

MultiCompanion-class %*%,MultiCompanion,ANY-method %*%,ANY,MultiCompanion-method %*%,MultiCompanion,vector-method %*%,vector,MultiCompanion-method %*%,MultiCompanion,MultiCompanion-method %*%,MultiCompanion,matrix-method %*%,matrix,MultiCompanion-method [,MultiCompanion,index,missing,logical-method [,MultiCompanion,index,index,logical-method [,MultiCompanion,missing,index,logical-method coerce,dgeMatrix,MultiCompanion-method coerce,matrix,MultiCompanion-method coerce,MultiCompanion,matrix-method coerce,MultiCompanion,dgeMatrix-method mcStable,MultiCompanion-method t,MultiCompanion-method [,MultiCompanion,index,index,missing-method [,MultiCompanion,index,missing,missing-method [,MultiCompanion,missing,index,missing-method: Class "MultiCompanion"

SmallMultiCompanion-class coerce,SmallMultiCompanion,matrix-method initialize,SmallMultiCompanion-method: A class for small multi-companion matrices

MultiFilter-class [,MultiFilter,ANY,ANY,ANY-method initialize,MultiFilter-method mcStable,MultiFilter-method: Class "MultiFilter"

mcSpec-class: A class for spectral specifications of multi-companion matrices

mcSpec() initialize(<mcSpec>): Generate objects of class mcSpec

Low-level functions

mc_chain_extend(): Extend multi-companion eigenvectors

permute_var() permute_synch(): Permute rows and columns of matrices