Create multivariate synthetic data

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Description

Create multivariate synthetic data

Usage

1
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 combatibility with lm() and glm()

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