toeplitz_nonsym {multiwave} | R Documentation |
Transform a vector in a non symmetric Toeplitz matrix
Description
Transform a vector in a non symmetric Toeplitz matrix
Usage
toeplitz_nonsym(vec)
Arguments
vec |
input vector. |
Value
the corresponding matrix.
Author(s)
S. Achard and I. Gannaz
References
S. Achard, I. Gannaz (2016)
Multivariate wavelet Whittle estimation in long-range dependence. Journal of Time Series Analysis, Vol 37, N. 4, pages 476-512. http://arxiv.org/abs/1412.0391
.
S. Achard, I Gannaz (2019) Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave. Journal of Statistical Software, Vol 89, N. 6, pages 1-31.
See Also
Examples
res_filter <- scaling_filter('Daubechies',8);
filter <- res_filter$h
Htmp <- toeplitz_nonsym(filter)
[Package multiwave version 1.4 Index]