threshold.example {hdthreshold}R Documentation

Simulate an example data frame

Description

Simulate an example data frame

Usage

threshold.example(N, TL, p, gamma)

Arguments

N

cross-sectional dimension

TL

time series length

p

fraction of non-zero coefficients

gamma

value of non-zero coefficients

Value

simulated data frame

Examples

d = threshold.example(10, 200, 0.1, 2)

[Package hdthreshold version 1.0.0 Index]