construct_path: Generates a single Graph Ornstein-Uhlenbeck path with the...

In ntwk: Statistical Inference for Network Time Series

Description

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).

Usage

construct_path(nw_topo, noise, y_init, delta_time)

Arguments

nw_topo	Graph topology or adjacency matrix.
noise	Noise increments to apply.
y_init	Start value.
delta_time	Time step.

Value

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

Examples

n <- 100
d <- 10
delta_time <- 0.01
noise <- matrix(rnorm(n * d), ncol = d)
construct_path(diag(10), noise, d, delta_time)

ntwk documentation built on Sept. 13, 2021, 9:07 a.m.