Description Usage Arguments Value Examples
Generate lower triangular matrix with variable bandwidth. See, e.g., Model 2 and 3 in the paper.
1  | varband_gen(p, block = 10)
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p | 
 the dimension of L  | 
block | 
 the number of block diagonal structures in the resulting model, assumed to divide p  | 
a p-by-p lower triangular matrix with variable bandwidth
1 2 3 4 5  | 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)
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