bayespecon.dgp.generate_panel_sem_flow_data¶
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bayespecon.dgp.generate_panel_sem_flow_data(n=
None, T=5, G=None, lam_d=0.3, lam_o=0.2, lam_w=0.1, beta_d=None, beta_o=None, sigma=1.0, sigma_alpha=0.5, gamma_dist=-0.5, seed=None, k=None, err_hetero=False, gdf=None, knn_k=4, distribution='lognormal')[source]¶ Simulate panel SEM flow data with O-D-pair random effects.
Per-period DGP:
\[\eta_t = X_t\beta + \alpha + B^{-1}\varepsilon_t, \quad \varepsilon_t \sim \mathcal{N}(0, \sigma^2 I_N).\]Panel analogue of
generate_panel_flow_data()for SEM. Use to generate training data forSEMFlowPanel.