ar_gen: Generate an autoregressive model.
In varband: Variable Banding of Large Precision Matrices

Generate lower triangular matrix with strict bandwidth. See, e.g., Model 1 in the paper.

1	ar_gen(p, phi_vec)

`p`	the dimension of L
`phi_vec`	a K-dimensional vector for off-diagonal values

a p-by-p strictly banded lower triangular matrix

1	true_ar <- ar_gen(p = 50, phi = c(0.5, -0.4, 0.1))

varband documentation built on May 2, 2019, 12:45 p.m.

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