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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