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]