acvBlockMatrix {beyondWhittle} | R Documentation |
Build an nd times nd Block Toeplitz matrix from the (d times d) autocovariances gamma(0),...,gamma(n-1)
Description
Build an nd times nd Block Toeplitz matrix from the (d times d) autocovariances gamma(0),...,gamma(n-1)
Usage
acvBlockMatrix(acv)
[Package beyondWhittle version 1.3.0 Index]