Description Usage Arguments Details Value Author(s) See Also Examples
Generate precision matrix of triangle graph (chain like network) following the set-up in Fan et al. (2009).
1 | ChainOmega(p, sd = 1, norm.type = 2)
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p |
dimension of generated precision matrix. |
sd |
seed for random number generation, default is 1. |
norm.type |
normalization methods of generated precision matrix, i.e., Ω_{11}=1 if norm.type = 1 and ||Ω||_F =1 if norm.type = 2. Default value is 2. |
This function first construct a covariance matrix Σ that its (i,j) entry is exp (- | h_i - h_j | / 2) with h_1 < h_2 < … < h_p. The difference h_i - h_{i+1} is generated i.i.d. from Unif(0.5,1). See Fan et al. (2009) for more details.
A precision matrix generated from triangle graph.
Xiang Lyu, Will Wei Sun, Zhaoran Wang, Han Liu, Jian Yang, Guang Cheng.
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