Description Usage Format Details See Also Examples
List with three data frames. Each dataset consists of the data Y_i described in the exercise of section 5.1 in the article Carmona et al (2017).
The data Y_ex_5_1
is a transformation of the simulated data Z_latent_ex_5_1
.
1 |
A list with three data frames.
A list with three data frames. Each data frame with 100 rows.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 | ### Show the relation between Y_ex_5_1 and Z_latent_ex_5_1 ###
plot(y=Y_ex_5_1[[3]][,"Y1"],x=Z_latent_ex_5_1$Z1,pch=20,col=2); abline(v=c(5),lty=3)
plot(y=Y_ex_5_1[[3]][,"Y2"],x=Z_latent_ex_5_1$Z2,pch=20,col=2); abline(v=c(5),lty=3)
plot(y=Y_ex_5_1[[3]][,"Y3"],x=Z_latent_ex_5_1$Z3,pch=20,col=2); abline(v=c(5),lty=3)
##############################
# Exercise 5.1 #
# Data definition #
##############################
### Code to generate Y_ex_5_1 from Z_latent_ex_5_1 ###
Y_ex_5_1 <- list()
## (I) ##
# Three continuous variables (Y1, Y2, Y3)
# defined as Yi = Zi, for i=1, 2, 3.
Y_ex_5_1[[1]] <- Z_latent_ex_5_1[,c("Z1","Z2","Z3")]
## (II) ##
# two binary variables (Y1 , Y3 ) defined as
# Y1 = I(Z1 > 5)
# Y3 = I(Z3 > 3)
Y_ex_5_1_i <- data.frame(matrix(NA,nrow=nrow(Z_latent_ex_5_1),ncol=2))
colnames(Y_ex_5_1_i) <- paste("Y",c(1,3),sep="")
Y_ex_5_1_i$Y1 <- findInterval( Z_latent_ex_5_1$Z1, c(-Inf,5,Inf) )-1
Y_ex_5_1_i$Y3 <- findInterval( Z_latent_ex_5_1$Z3, c(-Inf,3,Inf) )-1
Y_ex_5_1[[2]] <- Y_ex_5_1_i
## (III) ##
# two binary variables (Y1 , Y3 ) defined as in Scenario (II)
# one ordinal variable Y2 such that Y2 = I(4 < Z2 < 5) + 2 * I(z 2 > 5)
# and one continuous variable Y4 distributed N(0, 1)
Y_ex_5_1_i <- data.frame(matrix(NA,nrow=nrow(Z_latent_ex_5_1),ncol=4))
colnames(Y_ex_5_1_i) <- paste("Y",1:4,sep="")
Y_ex_5_1_i$Y1 <- Y_ex_5_1[[2]]$Y1
Y_ex_5_1_i$Y2 <- findInterval( Z_latent_ex_5_1$Z2, c(-Inf,4,5,Inf) )-1
Y_ex_5_1_i$Y3 <- Y_ex_5_1[[2]]$Y3
Y_ex_5_1_i$Y4 <- rnorm(n=nrow(Z_latent_ex_5_1),mean=0,sd=1)
Y_ex_5_1[[3]] <- Y_ex_5_1_i
Y_ex_5_1
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