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https://github.com/cran/ltsa
21 January 2021, 21:54:35 UTC
Revision 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC, committed by cran-robot on 21 December 2015, 08:55:04 UTC 
version 1.4.6
1 parent 83deceb
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Tip revision: 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC
version 1.4.6
Tip revision: 0a03bbb
ToeplitzInverseUpdate.R 
`ToeplitzInverseUpdate` <-
function( GI, r, rnew )
{   
    g <- rev(c(r,rnew)[-1])
    GIg <- c(crossprod(GI,g))
    e <- 1/(r[1]-sum(g*GIg))
    f <- -GIg*e
    A <- GI + outer(GIg,GIg)*e
    rbind(cbind(A,f),c(f,e))
}
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