check_thetas

Off-diagonal value or network effect.

theta_1

Diagonal value or momentum effect.

theta_2

Checks that <code>|theta_1| &lt;= theta_2</code>.

Statistical inference tools for network time series,
including implementation of the Graph Ornstein-Uhlenbeck ('GrOU')
model and sparse AR-like regression on irregularly-spaced data
(Courgeau and Veraart (2020) <arXiv:2005.12720>; Courgeau and Veraart
<arXiv:2008.10930>). It also handles jumps and Levy-type driving
noises through Wiener-Poisson mixtures and Generalised Hyperbolic
distributions.

check_thetas: Checks that `|theta_1| <= theta_2`.

Description

Usage

Arguments

Value