create_syndata_mv: Create multivariate synthetic data

In cocoreg: Extract Shared Variation in Collections of Data Sets Using Regression Models

Description

Create multivariate synthetic data

Usage

create_syndata_mv(Z, W, max_var_arr = rep(1, length(W)))

Arguments

Z	[N,L] matrix, Latent factors, N observations, L factors
W	a [1,K] list of [L,D_k] matrices or [L,D,K] array, Projections from latent factors to data, D_k variables per dataset
max_var_arr	(optional) [1,K] numeric, Relative maximum amplitude of noise

Value

A list with elements:

data	Data collection as a list of data.frames
Z	Signals used
W	Mixing matrix used
E	Noise
var.coef	Noise multiplication factor used

Each dataset is a data.frame to gain compatibility with lm() and glm()

cocoreg documentation built on May 2, 2019, 6:48 a.m.