rStableMetzler: Generate stable Metzler matrix

Description Usage Arguments Value

Description

Generate stable Metzler matrix

Usage

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rStableMetzler(p = 1, d = 1, lower = FALSE, rfun = rnorm,
  rdiag = rnorm)

Arguments

p

integere the dimension of the matrix

d

proportion of non zero entries

lower

logical, should the matrix be lower triangular

rfun

the random number generator for the matrix entries

rdiag

the random number generator for the diagonal added error

Value

a square matrix with positive off-diagonal entries (Metzler) and eigenvalues with strict negative real part (stable)


gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.