
random_coefmats
generates random VAR model coefficient matrices.
random_coefmats(d, how_many, scale)
Returns how_many==p
,
then the returned vector equals
the number of time series in the system.
how many
non-diagonal elements will be drawn from mean zero normal distribution
with sd=0.3/scale
and diagonal elements from one with sd=0.6/scale
.
Larger scale will hence more likely result stationary coefficient matrices, but
will explore smaller area of the parameter space. Can be for example
1 + log(2*mean(c((p-0.2)^(1.25), d)))
.