graphicalVARsim: Simulates data from the graphical VAR model
In graphicalVAR: Graphical VAR for Experience Sampling Data

View source: R/gVARsimulator.R

graphicalVARsim

R Documentation

Simulates data from the graphical VAR model

Description

Simulates data from the graphical VAR model, see graphicalVAR for details.

Usage

graphicalVARsim(nTime, beta, kappa, mean = rep(0, ncol(kappa)), init =
                 mean, warmup = 100, lbound = rep(-Inf, ncol(kappa)),
                 ubound = rep(Inf, ncol(kappa)))

Arguments

`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.