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)
|
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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