simulate_gofar: Simulated data for GOFAR

In gofar: Generalized Co-Sparse Factor Regression

Simulated data for GOFAR

Description

Simulated data with low-rank and sparse coefficient matrix.

Usage

data(simulate_gofar)

Format

A list of variables for the analysis using GOFAR(S) and GOFAR(P):

Y

Generated response matrix

X

Generated predictor matrix

U

specified value of U

V

specified value of V

D

specified value of D

n

sample size

Xsigma

covariance matrix used to generate predictors in X

C0

intercept value in the coefficient matrix

familygroup

index set of the type of multivariate outcomes: "1" for Gaussian, "2" for Bernoulli, "3" for Poisson outcomes

Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127

gofar documentation built on March 18, 2022, 7:30 p.m.