Description Usage Format Examples

A dataset containing values of 10 interested variables over 50 periods.

1 |

An object of class `matrix`

(inherits from `array`

) with 50 rows and 10 columns.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ```
## Generated by the following R codes
set.seed(1000)
n = 50
p = 10
precision = diag(rep(2, p)) # generate precision matrix
for (i in 1 : (p - 1)){
if (i <= 2 * p / 3) temp = 1
if (i > 2 * p / 3) temp = 0.4
precision[i, i + 1] = temp
precision[i + 1, i] = temp
}
Sigma = solve(precision) # generate covariance matrix
rho = 0.5
X = matrix(0, n, p) # observed time series data
Epsilon = MASS::mvrnorm(n, rep(0, p), Sigma)
X[1, ] = Epsilon[1, ]
for (i in 2 : n){
X[i, ] = rho * X[i - 1, ] + sqrt(1 - rho^2) * Epsilon[i, ]
}
indsim = X
``` |

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