block_diag_gen {varband}R Documentation

Generate a model with block-diagonal structure

Description

Generate a model with block-diagonal structure

Usage

block_diag_gen(p)

Arguments

p

the dimension of L

Value

a p-by-p lower triangular matrix with block-diagonal structure from p/4-th row to 3p/4-th row

Examples

set.seed(123)
true_L_block_diag <- block_diag_gen(p = 50)

[Package varband version 0.9.0 Index]