| SigmaAR {FastStepGraph} | R Documentation |
Simulate Covariance Matrix with an Auto-regressive (AR) Model
Description
Helper function to simulate Simulate Gaussian Data with an Autoregressive (AR) Model
Usage
SigmaAR(n_rows, p_columns, phi)
Arguments
n_rows |
Number of samples (rows of X). |
p_columns |
Number of variables (columns of X). |
phi |
Auto-regression coefficient. |
Value
A list with the values:
Sigma |
A covariance matrix. |
Omega |
A precision matrix. |
X |
A normalized data matrix with Gaussian distribution. |
Author(s)
Prof. Juan G. Colonna, PhD. juancolonna@icomp.ufam.edu.br
Prof. Marcelo Ruiz, PhD. mruiz@exa.unrc.edu.ar
Examples
data <- FastStepGraph::SigmaAR(30, 50, 0.4) # Simulate Gaussian Data
[Package FastStepGraph version 0.1.1 Index]