https://github.com/cran/graphicalVAR
Tip revision: d31ed6ca14e6224fbb6f184b66623e9df996a0bf authored by Sacha Epskamp on 05 March 2015, 00:00:00 UTC
version 0.1.1
version 0.1.1
Tip revision: d31ed6c
graphicalVARsim.Rd
\name{graphicalVARsim}
\alias{graphicalVARsim}
%- Also NEED an '\alias' for EACH other topic documented here.
\title{
Simulates data from the graphical VAR model
}
\description{
Simulates data from the graphical VAR model, see \code{\link{graphicalVAR}} for details.
}
\usage{
graphicalVARsim(nTime, beta, kappa, init = 0, intercepts = 0, warmup = 100)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
\item{nTime}{
Number of time points to sample
}
\item{beta}{
The Beta matrix to use
}
\item{kappa}{
The Kappa matrix to use
}
\item{init}{
Initial values
}
\item{intercepts}{
Intercepts to use
}
\item{warmup}{
The amount of samples to use as warmup (not returned)
}
}
\value{
A matrix containing the simulated data.
}
\author{
Sacha Epskamp <mail@sachaepskamp.com>
}
