Man pages for gherardovarando/crossSectional
Estimate Dynamical Model from Cross Sectional Data

deltaGraphDifference graph
estimateBLLEstimate Ornstein-Uhlenbeck process
genGlassogeneralized graphical lasso
hammingHamming distance between adjacency matrices
hessianllHessian of log-likelihood for Lyapunov parametrization
l1BEstimate triangular OU from cross sectional data
l1BfastEstimate triangular OU from cross sectional data
listInverseBlocksList all the inverse matrices of the leading sub-matrix of...
lowertriangBRecover lower triangular B
mllMinus Log-Likelihood for Gaussian model
mllBMinus log-likelihood for the invariant distribution of OU
optimizeBMaximum likelihood optimization
optimizeBtriangMaximum likelihood optimization for triangular B
rHurwitzRandom Stable (Hurwitz) matrix
rOUGenerate data from invariant distribution of O-U process
rSkewSymmGenerate a random skew-symmetric matrix
rStableMetzlerGenerate stable Metzler matrix
gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.