simulData | R Documentation |
Function to simulate data Y = X \beta + \sigma N(0, 1)
simulData(p = 100, n = 100, beta = NULL, C = NULL, r = 0.95,
rSN = 10)
p |
integer : number of variates. Should be >15 if |
n |
integer : number of observations |
beta |
vector with |
C |
matrix |
r |
scalar for calculating the covariance of X when |
rSN |
scalar : ratio signal/noise |
When beta
is NULL
, then p
should be
greater than 15 and
beta=c(rep(2.5,5),rep(1.5,5),rep(0.5,5),rep(0,p-15))
When C
is NULL
, then C
is block
diagonal with
C[a,b] = r**abs(a-b)
for 1 \le a, b \le 15
C[a,b] = r**abs(a-b)
for 16 \le a, b \le p
The lines of X
are n
i.i.d. gaussian variables with
mean 0 and covariance matrix C
.
The variance sigma**2
equals the squared euclidean
norm of X \beta
divided by rSN*n
.
A list with components :
Y |
vector |
X |
matrix |
C |
matrix |
sigma |
scalar. See details. |
beta |
vector with |
Library mvtnorm
is loaded.
Yannick Baraud, Christophe Giraud, Sylvie Huet
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.