Description Usage Format Details Examples
"env.example" is an R environment containing the data generated from the proposed model with p=2.
1 | data("env.example")
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An R environment
X
a n\times q data matrix, the covariate matrix of n subjects with q-1 predictors. The first column is all ones.
Y
a list of length n. Each list element is a T\times p matrix, the data matrix of T observations from p features.
Phi
a p\times p matrix, the true projection matrix used to generate the data.
beta
a q\times p matrix, the true coefficient matrix used to generate the data.
Sigma
a p\times p\times n array, the covariance matrix of the n subjects.
For subject i observation t (i=1,…,n, t=1,…,T), y_{it}=(y_{it1},…,y_{itp}) was generated from a p-dimensional normal distribution with mean zero and covariance Σ, where
Σ=ΦΛΦ,
Φ is an orthonormal matrix and Λ=\mathrm{diag}(λ_{1},…,λ_{p}) is a diagonal matrix. The eigenvalues λ_{ij} (j=1,…,p) satisfies the following log-linear model
log(λ_{ij})=x_{i}^\topβ_{j},
where β_{j} is the jth column of beta
.
1 2 3 | data(env.example)
X<-get("X",env.example)
Y<-get("Y",env.example)
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