Qmaker_ar1cum: Precision matrix of cumulative AR(1) process Produces the...
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Qmaker_ar1cum R Documentation
Precision matrix of cumulative AR(1) process
Produces the sparse precision matrix of a cumulative AR(1) process
Description
Precision matrix of cumulative AR(1) process
Produces the sparse precision matrix of a cumulative AR(1) process
Usage
Qmaker_ar1cum(n, sigma, rho)
Arguments
n
The dimension of the multivariate process.
sigma
The standard deviation (scaling parameter).
rho
The lag-one correlation coefficient of the AR(1) process.
Value
Returns sparse precision matrix of dimension n x n.
Author(s)
Eirik Myrvoll-Nilsen, eirikmn91@gmail.com
See Also
Qsimmer, Qymaker
Examples
n=100
sigma=1
rho=0.8
Q = Qmaker_ar1cum(n,sigma,rho)
nsims = 1000
muvek = seq(1,5,length.out=n)
samples = Qsimmer(nsims,Q,muvek)
eirikmn/bremla documentation built on Jan. 25, 2025, 4:41 a.m.
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| Qmaker_ar1cum | R Documentation |
Precision matrix of cumulative AR(1) process Produces the sparse precision matrix of a cumulative AR(1) process
Description
Precision matrix of cumulative AR(1) process Produces the sparse precision matrix of a cumulative AR(1) process
Usage
Qmaker_ar1cum(n, sigma, rho)
Arguments
n |
The dimension of the multivariate process. |
sigma |
The standard deviation (scaling parameter). |
rho |
The lag-one correlation coefficient of the AR(1) process. |
Value
Returns sparse precision matrix of dimension n x n.
Author(s)
Eirik Myrvoll-Nilsen, eirikmn91@gmail.com
See Also
Qsimmer, Qymaker
Examples
n=100
sigma=1
rho=0.8
Q = Qmaker_ar1cum(n,sigma,rho)
nsims = 1000
muvek = seq(1,5,length.out=n)
samples = Qsimmer(nsims,Q,muvek)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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