createSparseMatrix function

Create Sparse Matrix

Creates a sparse square matrix with a given sparsity and distribution.

createSparseMatrix(
  N,
  sparsity,
  method = "normal",
  stationary = FALSE,
  p = 1,
  ...
)

Arguments

• N: the dimension of the square matrix
• sparsity: the density of non zero elements
• method: the method used to generate the entries of the matrix. Possible values are "normal" (default) or "bimodal".
• stationary: should the spectral radius of the matrix be smaller than 1? Possible values are TRUE or FALSE. Default is FALSE.
• p: normalization constant (used for VAR of order greater than 1, default = 1)
• ...: other options for the matrix (you can specify the mean mu_mat and the standard deviation sd_mat).

Returns

An NxN sparse matrix.

Examples

M <- createSparseMatrix(
  N = 30, sparsity = 0.05, method = "normal",
  stationary = TRUE
)