LFM: Generate Laplace factor models

In LFM: Laplace Factor Model Analysis and Evaluation

Generate Laplace factor models

Description

The function is to generate Laplace factor model data. The function supports various distribution types for generating the data, including: - 'truncated_laplace': Truncated Laplace distribution - 'log_laplace': Univariate Symmetric Log-Laplace distribution - 'Asymmetric Log_Laplace': Log-Laplace distribution - 'Skew-Laplace': Skew-Laplace distribution

Usage

LFM(n, p, m, distribution_type)

Arguments

n	An integer specifying the sample size.
p	An integer specifying the sample dimensionality or the number of variables.
m	An integer specifying the number of factors in the model.
distribution_type	A character string indicating the type of distribution to use for generating the data.

Value

A list containing the following elements:

data	A numeric matrix of the generated data.
A	A numeric matrix representing the factor loadings.
D	A numeric matrix representing the uniquenesses, which is a diagonal matrix.

Examples

library(MASS)
library(matrixcalc)
library(relliptical)
n <- 1000
p <- 10
m <- 5
sigma1 <- 1
sigma2 <- matrix(c(1,0.7,0.7,1), 2, 2)
distribution_type <- "truncated_laplace"
results <- LFM(n, p, m, distribution_type)
print(results)

LFM documentation built on April 16, 2025, 9:07 a.m.