Modify network to ensure stationarity.

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Description

This function ensures that the eigenvalues of the network structure matrix are smaller or equal to 1, thereby ensuring stationarity of the regression. This is done by removing edges at random until the condition is satisfied.

Usage

1
fix_eigenvalues(network, q, gauss_weights)

Arguments

network

Original network structure, a matrix of size NumNodes by NumNodes.

q

Number of nodes.

gauss_weights

If TRUE, use Gaussian regression weight, if FALSE conserve original weights.

Value

Returns a network with fewer eigenvalues than the original network, but satisfying the stationarity condition.

Author(s)

Frank Dondelinger

See Also

generateNetwork

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