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EDISON (version 1.1.1)

fix_eigenvalues: Modify network to ensure stationarity.

Description

This function ensures that the eigenvalues of the network structure matrix are smaller or equal to 1, thereby ensuring stationarity of the regression. This is done by removing edges at random until the condition is satisfied.

Usage

fix_eigenvalues(network, q, gauss_weights)

Arguments

network
Original network structure, a matrix of size NumNodes by NumNodes.
q
Number of nodes.
gauss_weights
If TRUE, use Gaussian regression weight, if FALSE conserve original weights.

Value

Returns a network with fewer eigenvalues than the original network, but satisfying the stationarity condition.

See Also

generateNetwork