ragt2ridges (version 0.1.9)

createA: Generation of the VAR(1) autoregressive coefficient matrix.

Description

Generates regression coefficient matrices of the VAR(1) with various type of topologies

Usage

createA(p, topology, nonzeroA=0, nCliques=1, nHubs=1, 
nBands=1, percZeros=0.9, stationary=TRUE)

Arguments

p

A positive integer specifying the dimension of the square matrix $\mathbf{A}$.

topology

Topology to impose on $\mathbf{A}$: a character equalling either clique, hub, chain, or random.

nonzeroA

Numeric, value that nonzero elements of $\mathbf{A}$ will assume. If equal to zero, a random value from the interval [-1,1] is sampled.

nCliques

When topology="clique", this positive integer specifies number of cliques.

nHubs

When topology="hub", this positive integer specifies number of hubs.

nBands

When topology="chain", this positive integer specifies number of bands.

percZeros

When topology="random", the probability with which zero elements of $\mathbf{A}$ are to be sampled.

stationary

A logical: should the generated A be stationary?

Value

• A matrix with auto-regression coefficient matrix $\mathbf{A}$ of the VAR(1) model.

References

Miok, V., Wilting, S.M., Van Wieringen, W.N. (2015), "Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data", submitted.

See Also

createS, dataVAR1.

Examples

# create the VAR(1) parameters
A <- createA(10, topology="clique", nonzeroA=0.1, nClique=4)
Se <- createS(1000, 10, "star")

# sample data from the VAR(1) model with above parameters
Y <- dataVAR1(4, 8, A, Se)