symBandedToeplitz {dbacf} | R Documentation |
Creates a symmetric banded Toeplitz matrix
symBandedToeplitz(x, n)
x |
numeric vector or an object of class |
n |
integer specifying number of columns (rows) of banded matrix. |
An \code{n} \times \code{n}
symmetric banded Toeplitz
matrix whose entries in main band are given by object x
.
alphas <- c(-2, 0.5, -4)
(true.acf <- ARMAacf(ma = alphas))
symBandedToeplitz(true.acf, n = 10)