| dat_multivar_sim {multivar} | R Documentation |
Simulated multi-VAR data.
Description
This dataset contains multivariate time series data for k = 9 individuals with $d = 10$ variables collected at $t = 100$ equidistant time points. The data was generated such that each individual's VAR(1) transition matrix has 20 percent nonzero entries. This means, for example, each individual has 20 nonzero directed relationships in their data generating model. The position of non-zero elements in each individual's transition matrix was selected randomly given the following constraints: 2/3 of each individual's paths are shared by all individuals, and 1/3 are unique to each individual. For each individual, coefficient values between U(0,1, 0.9) were randomly drawn until stability conditions for the VAR model were satisfied.
Usage
dat_multivar_sim
Format
A list containing
- mat_com
a common effects transition matrix
- mat_ind_unique
a list of unique (individual-specific) effect matrices
- mat_ind_final
a list of total (common + individual-specific) effect matrices
- data
a list of multivariate time series for all subjects
...