var_decay
Decay VAR coefficients
Syntax
A = var_decay(A,dfac)
Arguments
See also Common variable names and data structures.
input
A VAR coefficients matrix dfac decay factor
output
A decayed VAR coefficients matrix
Description
Exponentially decay VAR coefficients A by factor dfac, which controls how fast coefficients decay with lag. This will, in particular, affect the spectral radius (see var_specrad) of the coefficients.
References
[1] L. Barnett and A. K. Seth, The MVGC Multivariate Granger Causality Toolbox: A New Approach to Granger-causal Inference, J. Neurosci. Methods 223, 2014 [ preprint ].