createSparseMatrix: Create Sparse Matrix

In sparsevar: Sparse VAR/VECM Models Estimation

Description

Creates a sparse square matrix with a given sparsity and distribution.

Usage

createSparseMatrix(
  N,
  sparsity,
  method = "normal",
  stationary = FALSE,
  p = 1,
  ...
)

Arguments

N	the dimension of the square matrix
sparsity	the density of non zero elements
method	the method used to generate the entries of the matrix. Possible values are "normal" (default) or "bimodal".
stationary	should the spectral radius of the matrix be smaller than 1? Possible values are TRUE or FALSE. Default is FALSE.
p	normalization constant (used for VAR of order greater than 1, default = 1)
...	other options for the matrix (you can specify the mean mu_mat and the standard deviation sd_mat).

Value

An NxN sparse matrix.

Examples

M <- createSparseMatrix(
  N = 30, sparsity = 0.05, method = "normal",
  stationary = TRUE
)

sparsevar documentation built on April 18, 2021, 9:08 a.m.