ChainNetwork: ChainNetwork

In lorenzha/hdcd: High-Dimensional Changepoint Detection

Description

Spawn a chain network covariance matrix

Usage

ChainNetwork(p, n_perm = p, a = 0.5, prec_mat = F, scaled = T)

Arguments

p	Positive integer.The desired number of dimensions.
n_perm	Positive integer. The first n_perm dimensions will be permuted randomly.
a	Positive float between 0 and 1. Scale parameter for the elements of the covariance matrix
prec_mat	Should the precision matrix be returned? If false the covariance matrix will be returned (default).
scaled	If TRUE the created precision matrix will be inverted and scaled to a correlation matrix.

Value

A covariance or precision matrix.

Examples

ChainNetwork(50)

lorenzha/hdcd documentation built on Sept. 2, 2018, 8:20 p.m.