construct_path: Generates a single Graph Ornstein-Uhlenbeck path with the...

Description Usage Arguments Examples

View source: R/path_generation.R

Description

Generates a single Graph Ornstein-Uhlenbeck path with the given network topology (nw_topo), noise increments (noise), initial values (y_init) and unique time difference (delta_time).

Usage

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construct_path(nw_topo, noise, y_init, delta_time)

Arguments

nw_topo

Graph topology or adjacency matrix.

noise

Noise increments to apply.

y_init

Start value.

delta_time

Time step.

Examples

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n <- 100
d <- 10
delta_time <- 0.01
noise <- matrix(rnorm(n * d), ncol = d)
construct_path(diag(10), noise, d, delta_time)

valcourgeau/ntwk documentation built on Dec. 23, 2021, 2:07 p.m.