symBandedToeplitz {dbacf}

Creates a symmetric banded Toeplitz matrix

Description

Creates a symmetric banded Toeplitz matrix

Usage

symBandedToeplitz(x, n)

Arguments

x

numeric vector or an object of class dbacf.

n

integer specifying number of columns (rows) of banded matrix.

Value

An \code{n} \times \code{n} symmetric banded Toeplitz matrix whose entries in main band are given by object x.

See Also

nearPDToeplitz, bandSparse

Examples

alphas <- c(-2, 0.5, -4)
(true.acf <- ARMAacf(ma = alphas))
symBandedToeplitz(true.acf, n = 10)