centerVAR1data: Zero-centering of time-course data

In ragt2ridges: Ridge Estimation of Vector Auto-Regressive (VAR) Processes

Description

Per individual, covariate-wise zero centering of the time-series data.

Usage

centerVAR1data(Y)

Arguments

Y	Three-dimensional array containing the data. The first, second and third dimensions correspond to covariates, time and samples, respectively.

Value

An array with dimensions as the input.

Author(s)

Wessel N. van Wieringen <[e-mail]>

See Also

dataVAR1.

Examples

# set dimensions (p=covariates, n=individuals, T=time points)
p <- 3; n <- 4; T <- 10

# set model parameters
SigmaE <- diag(p)/4
A      <- createA(p, "chain")

# generate data
Y <- dataVAR1(n, T, A, SigmaE)

# plot data sampled from the VAR(1) model.
Ycentered <- centerVAR1data(Y)

ragt2ridges documentation built on Jan. 28, 2020, 5:08 p.m.