Skip to main content
  • Home
  • Development
  • Documentation
  • Donate
  • Operational login
  • Browse the archive

swh logo
SoftwareHeritage
Software
Heritage
Archive
Features
  • Search

  • Downloads

  • Save code now

  • Add forge now

  • Help

  • c2aa17b
  • /
  • randomGVARmodel.Rd
Raw File Download

To reference or cite the objects present in the Software Heritage archive, permalinks based on SoftWare Hash IDentifiers (SWHIDs) must be used.
Select below a type of object currently browsed in order to display its associated SWHID and permalink.

  • content
  • directory
content badge
swh:1:cnt:097f9ee74c3d9480be8aaa9ebf9f64c00d4a6d5b
directory badge
swh:1:dir:c2aa17b473f02ae2aad31dce7edfcddda2245b64

This interface enables to generate software citations, provided that the root directory of browsed objects contains a citation.cff or codemeta.json file.
Select below a type of object currently browsed in order to generate citations for them.

  • content
  • directory
(requires biblatex-software package)
Generating citation ...
(requires biblatex-software package)
Generating citation ...
randomGVARmodel.Rd
\name{randomGVARmodel}
\alias{randomGVARmodel}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
Simulate a graphical VAR model
}
\description{
Simulates an contemporaneous and temporal network using the method described by Yin and Li (2001)
}
\usage{
randomGVARmodel(Nvar, probKappaEdge = 0.1, probKappaPositive = 0.5, probBetaEdge = 0.1, 
      probBetaPositive = 0.5, maxtry = 10, kappaConstant = 1.1)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
  \item{Nvar}{
Number of variables
}
  \item{probKappaEdge}{
Probability of an edge in contemporaneous network
}
  \item{probKappaPositive}{
Proportion of positive edges in contemporaneous network
}
  \item{probBetaEdge}{
Probability of an edge in temporal network
}
  \item{probBetaPositive}{
  Propotion of positive edges in temporal network
}
  \item{maxtry}{
Maximum number of attempts to create a stationairy VAR model
}
  \item{kappaConstant}{
The constant used in making kappa positive definite. See Yin and Li (2001)
}
}
\details{
The resulting simulated networks can be plotted using the plot method.
}
\value{
A list containing:
\item{kappa}{True kappa structure (residual inverse variance-covariance matrix)}
\item{beta}{True beta structure}
\item{PCC}{True partial contemporaneous correlations}
\item{PDC}{True partial temporal correlations}
}
\references{
Yin, J., & Li, H. (2011). A sparse conditional gaussian graphical model for analysis of genetical genomics data. The annals of applied statistics, 5(4), 2630-2650.
}
\author{
Sacha Epskamp
}

back to top

Software Heritage — Copyright (C) 2015–2026, The Software Heritage developers. License: GNU AGPLv3+.
The source code of Software Heritage itself is available on our development forge.
The source code files archived by Software Heritage are available under their own copyright and licenses.
Terms of use: Archive access, API— Content policy— Contact— JavaScript license information— Web API