Description Usage Arguments Value Examples

View source: R/path_generation.R

Generates a single Graph Ornstein-Uhlenbeck path with the given
network topology (`nw_topo`

), noise increments (`noise`

),
initial values (`y_init`

) and unique time difference (`delta_time`

).

1 | ```
construct_path(nw_topo, noise, y_init, delta_time)
``` |

`nw_topo` |
Graph topology or adjacency matrix. |

`noise` |
Noise increments to apply. |

`y_init` |
Start value. |

`delta_time` |
Time step. |

A matrix corresponding to a path realisation of the GrOU process.
The shape is dictated by the `noise`

argument.

1 2 3 4 5 | ```
n <- 100
d <- 10
delta_time <- 0.01
noise <- matrix(rnorm(n * d), ncol = d)
construct_path(diag(10), noise, d, delta_time)
``` |

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