create_matrix_Q <- function( qgraphon, a, K, Fv, matrix_X = NULL, scaled = FALSE ) { ## 1.1 Check inputs ========================================================== if (!is.numeric(a) || !is.vector(a)) stop("'a' must be a numeric vector") if (!is.numeric(K) || length(K) != 1 || K <= 0) stop("'K' must be a positive integer") if (!is.function(Fv)) stop("'F_v' must be a function") if (!is.matrix(matrix_X)) stop("matrix_X must be a matrix") if (!is.logical(scaled)) stop("`scaled` must be a logical!") if (ncol(matrix_X) != length(a)) { stop("Number of columns of `matrix_X` (", ncol(matrix_X), ") must equal length(a) (", length(a), ")") } ## 1.3 Compute the graphon quantiles ========================================= k <- seq(0, K) / K n <- nrow(matrix_X) # here there is an automatic switch included, if fX is not null and we have a # scalar case, then qpgrahon automatically switches to the analytical # expression. The intended use is for small values of n graphon_quantiles <- qgraphon(k) ## 1.4 Build the matrix Q ==================================================== inner_products = as.vector(matrix_X %*% a) # outer(y, x, "-") gives a matrix with entry (j,i) = y[j] - x[i] # then we apply the CDF `F_v` to the whole matrix at once. # finally we take the difference of successive rows (j) to obtain the # increments required by equation (3.1). cdf_mat <- Fv(outer(graphon_quantiles, inner_products, "-")) # (K +1) x n matrix Q <- diff(cdf_mat, lag=1) # operates along rows if (scaled) { Q <- 1 / sqrt(n) * Q } Q } source(here::here("R", "distributionfunctions.R")) n <- 100 K <- 3 a <- c(2.0, -0.5) X <- matrix(rnorm(2 * n), nrow = n, ncol = 2) Fv <- function(x) {dnorm(x, mean=0, sd=1)} qgraphon <- make_distribution_func(a=a, Fv=Fv, X_matrix=X) Q <- create_matrix_Q(qgraphon, a, K, Fv, X) Q