genp: Generate one precision matrix.

In Difdtl: Difference of Two Precision Matrices Estimation

Description

Generate one precision matrix with certain sparse degree.

Usage

genp(p, sparsity, sigma)

Arguments

p	The dim of the matrix.
sparsity	The sparse degree.
sigma	The parameter used to describe the magnitude of the non-zero element.

Value

A symetric positive definite pXp matrix.

Examples

set.seed(1)
sparsematrix<-genp(50,0.05,0.5)

Difdtl documentation built on Jan. 15, 2017, 8:21 a.m.