mcompanion: Objects and Methods for Multi-Companion Matrices
Georgi N. Boshnakov · 2017
Provides a class for multi-companion matrices with methods for arithmetic and factorization. A method for generation of multi-companion matrices with prespecified spectral properties is provided, as well as some utilities for periodically correlated and multivariate time series models. See Boshnakov (2002) and Boshnakov & Iqelan (2009) .