varband_gen {varband} | R Documentation |
Generate lower triangular matrix with variable bandwidth. See, e.g., Model 2 and 3 in the paper.
varband_gen(p, block = 10)
p |
the dimension of L |
block |
the number of block diagonal structures in the resulting model, assumed to divide p |
a p-by-p lower triangular matrix with variable bandwidth
set.seed(123) # small block size (big number of blocks) true_small <- varband_gen(p = 50, block = 10) # large block size (small number of blocks) true_large <- varband_gen(p = 50, block = 2)