Re: Toeplitz matrix

[Prof Brian Ripley <ripley@stats.ox.ac.uk>]

On Tue, 29 Jul 2003, Marco Bianchi wrote:

> Dear Splus users
> 
> given a vector x = {x1, x2, ..., xp}, has anyone already worked out an Splus
> function producing the corresponding pxp Toeplitz matrix without looping?

R has

toeplitz <- function (x) 
{
    if (!is.vector(x)) 
        stop("x is not a vector")
    n <- length(x)
    A <- matrix(0, n, n)
    matrix(x[abs(col(A) - row(A)) + 1], n, n)
}

and that should work in S-PLUS too.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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