R/data.R

In CovRegRF: Covariance Regression with Random Forests

#' Generated example data
#'
#' 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.
#'
#' @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")
#'
"data"