gendata: Data generation process
In REFA: Robust Exponential Factor Analysis
gendata R Documentation
Data generation process
Description
Generate heavy-tailed data.
Usage
gendata(seed = 1, T = 50, N = 50, type = "1a")
Arguments
seed
the seed used in the data generation process.
T
time dimension.
N
cross-sectional dimension.
type
the type of the data generation process, it can be "1a", "1b", "1c", "1d", "2a", "2b", "2c", "2d".
Value
a list consisting of Y, F0, L0.
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
dat = gendata()
Y = dat$Y
head(Y)
REFA documentation built on Nov. 19, 2023, 5:14 p.m.
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| gendata | R Documentation |
Data generation process
Description
Generate heavy-tailed data.
Usage
gendata(seed = 1, T = 50, N = 50, type = "1a")
Arguments
seed |
the |
T |
time dimension. |
N |
cross-sectional dimension. |
type |
the type of the data generation process, it can be |
Value
a list consisting of Y, F0, L0.
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
dat = gendata()
Y = dat$Y
head(Y)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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