RandomNetwork: RandomNetwork

In lorenzha/hdcd: High-Dimensional Changepoint Detection

Description

Spawn a erdos renyi type random network covariance matrix

Usage

RandomNetwork(p, prob = min(1, 5/p), u = 0.1, v = 0.3, prec_mat = F,
  scaled = F)

Arguments

p	Positive integer.The desired number of dimensions.
prob	Probabilty that a pair of nodes have a common edge.
u	Constant added to the diagonal elements of the precision matrix for controlling the magnitude of partial correlations.
v	Constant added to the off diagonal of the precision matrix for controlling the magnitude of partial correlations.
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 matrix.

Examples

RandomNetwork(50)

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