ar1 {gif}

Synthetic multivariate Gaussian data

Description

A synthetic dataset includes 200 samples under multivariate Gaussian distribution with 100 variables.

Format

ar1$x

A numeric matrix with 200 rows and 100 variables where each row represents a sample.

ar1$Omega

The corresponding inverse covariance matrix of the Gaussian graphical model.

Details

This synthetic dataset contains 200 samples, each of them is a vector following multivariate Gaussian distribution with 100 variables. The inverse covariance matrix of the distribution is as follows,

Omega[i, i] = 1.

Omega[i, i + 1] = Omega[i, i - 1] = 0.5.

Otherwise: Omega[i, j] = 0.

The corresponding graph structure is the so-called AR(1).