comp_form {dateutils}

Companion Form

Description

Put the transition matrix 'B' into companion form

Usage

comp_form(B)

Arguments

B

Transition matrix from a VAR model

Value

Companion matrix of the input matrix

Examples

comp_form(matrix(c(1:4), nrow = 2, byrow = TRUE)) ## matrix(c(4,-2,-3,1), nrow = 2, byrow = TRUE)