multiwave (version 1.0)

toeplitz_nonsym: 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.

References

S. Achard, I. Gannaz (2014) Multivariate wavelet Whittle estimation in long-range dependence. arXiv, http://arxiv.org/abs/1412.0391

See Also

scaling_function

Examples

res_filter <- scaling_filter('Daubechies',8);
filter <- res_filter$h
Htmp <- toeplitz_nonsym(filter)