https://github.com/cran/graphicalVAR
Tip revision: 5ec0fee4721f06734fa9952c26bdf6f2128cac0d authored by Sacha Epskamp on 21 February 2024, 04:10:03 UTC
version 0.3.4
version 0.3.4
Tip revision: 5ec0fee
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, mean = rep(0, ncol(kappa)), init =
mean, warmup = 100, lbound = rep(-Inf, ncol(kappa)),
ubound = rep(Inf, ncol(kappa)))
}
%- 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{mean}{
Means to use
}
\item{init}{
Initial values
}
\item{warmup}{
The amount of samples to use as warmup (not returned)
}
\item{lbound}{
Lower bound, at every time point values below this bound are set to the bound.
}
\item{ubound}{
Upper bound, at every time point values above this bound are set to the bound.
}
}
\value{
A matrix containing the simulated data.
}
\author{
Sacha Epskamp <mail@sachaepskamp.com>
}