tridiag: Generate tri-diagonal matrices

Description Usage Arguments Value Examples

View source: R/data_gen.R

Description

Generate p-dimensional matrices so that its inverse is tri-diagonal.

Usage

1
tridiag(p = 8, base = 0.7, n = NULL)

Arguments

p

desired dimension

base

base multiplier

n

option to generate n observations from covariance matrix S

Value

Omega, S

Examples

1
2
# generate tridiagonal matrix with p = 5
tridiag(p = 5)

MGallow/statr documentation built on Aug. 2, 2018, 4:50 a.m.