glmSTARMA (version 1.0.0)

glmstarma_sim.control: Control Parameters for Simulation of glmstarma Models

Description

List of control parameters to be passed to the glmstarma.sim function.

Usage

glmstarma_sim.control(
  return_burn_in = FALSE,
  init_link = "parameter",
  use_sparsity = TRUE,
  sparsity_threshold = 2/3
)

Value

A named list of control parameters

Arguments

return_burn_in

Logical; if TRUE, include the burn-in period in the returned simulated data. Default is FALSE.

init_link

Character or matrix. Method to initialize first link values in the burn-in period. See details.

use_sparsity

Logical; whether to use sparse matrices for the neighborhood matrices.

sparsity_threshold

Numeric in \([0, 1]\). Threshold for proportion of non-zero elements for considering neighborhood matrices as sparse (default: 2/3).

Details

This function validates control arguments for glmstarma.sim. By default, the initial link values for the burn-in period are generated by calculating the unconditional mean of the process based on the model parameters, ignoring covariates. Different initial link values can submitted as a numeric matrix, with \(p\) rows (number of locations) and max_time_lag columns (maximum time lag of the model).

See Also

glmstarma.sim, glmstarma.control