Description Usage Arguments Details Value
This function enables a quick generation of random design matrices (see details).
1 | factor.model.design(n, p, n.factors, sigma = 1)
|
n |
Number of independent realisations of the factor model. |
p |
Number of covariates. |
n.factors |
Number of factors. |
sigma |
Standard deviation for the normal distribution (see details). |
The elements of the matrix returned by this routine satisfy X_{ij} = ∑_{l=1}^{K} f_{ijl} \varphi_{il} + θ_{ij} with f_{ijl}, \varphi_{il}, θ_{ij}, \varepsilon_{i} i.i.d. \mathcal{N}(0,(sigma)^2).
n
by p
matrix with independent rows following factor model (see details).
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