R: Simulates data from the graphical VAR model

graphicalVARsim {graphicalVAR} | R Documentation

## Simulates data from the graphical VAR model

### Description

Simulates data from the graphical VAR model, see `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)))

### Arguments

`nTime` | Number of time points to sample
`beta` | The Beta matrix to use
`kappa` | The Kappa matrix to use
`mean` | Means to use
`init` | Initial values
`warmup` | The amount of samples to use as warmup (not returned)
`lbound` | Lower bound, at every time point values below this bound are set to the bound.
`ubound` | Upper bound, at every time point values above this bound are set to the bound.

### Value

A matrix containing the simulated data.

### Author(s)

Sacha Epskamp <mail@sachaepskamp.com>

[Package graphicalVAR version 0.3 Index]