Simulates data from the graphical VAR model, see graphicalVAR
for details.
1 2 3 |
nTime |
Number of time points to sample |
beta |
The Beta matrix to use |
kappa |
The Kappa matrix to use |
mean |
Means to use |
init |
Initial values |
warmup |
The amount of samples to use as warmup (not returned) |
lbound |
Lower bound, at every time point values below this bound are set to the bound. |
ubound |
Upper bound, at every time point values above this bound are set to the bound. |
A matrix containing the simulated data.
Sacha Epskamp <mail@sachaepskamp.com>
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