data: Generated example data

In CovRegRF: Covariance Regression with Random Forests

Generated example data

Description

A generated data set containing two multivariate data sets: X and Y, which represent the set of covariates and responses, respectively. The covariance matrix of Y has a compound symmetry structure with heterogeneous variances. Both variances and correlations are functions of the covariates. X variables are generated from the standard normal distribution. The correlations are generated with a logit model and the variances are functions of these generated correlations. The sample size is 200. There are 3 covariates and 3 response variables. x1 and x2 are the importantvariables for the varying covariance matrix of Y. x3 is the noise variable.

Usage

data

Format

A list with two elements namely X and Y. Each element has 200 rows. X has 3 columns and Y has 3 columns.

Examples

## load generated example data
data(data, package = "CovRegRF")

CovRegRF documentation built on Sept. 11, 2024, 7:35 p.m.