varband_gen: Generate a model with variable bandwidth.

In varband: Variable Banding of Large Precision Matrices

Description

Generate lower triangular matrix with variable bandwidth. See, e.g., Model 2 and 3 in the paper.

Usage

varband_gen(p, block = 10)

Arguments

p	the dimension of L
block	the number of block diagonal structures in the resulting model, assumed to divide p

Value

a p-by-p lower triangular matrix with variable bandwidth

Examples

set.seed(123)
# small block size (big number of blocks)
true_small <- varband_gen(p = 50, block = 10)
# large block size (small number of blocks)
true_large <- varband_gen(p = 50, block = 2)

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