rrr.sim2 | R Documentation |

Similar to the the SRRR simulation model in Chen and Huang (2012), JASA

rrr.sim2( n = 100, p = 50, p0 = 10, q = 50, q0 = 10, nrank = 3, s2n = 1, sigma = NULL, rho_X = 0.5, rho_E = 0 )

`n` |
sample size |

`p` |
number of predictors |

`p0` |
number of relevant predictors |

`q` |
number of responses |

`q0` |
number of relevant responses |

`nrank` |
model rank |

`s2n` |
signal to noise ratio |

`sigma` |
error variance. If specfied, then s2n has no effect |

`rho_X` |
correlation parameter in the generation of predictors |

`rho_E` |
correlation parameter in the generation of random errors |

similated model and data

Chen, L. and Huang, J.Z. (2012) Sparse reduced-rank regression for
simultaneous dimension reduction and variable selection. *Journal of
the American Statistical Association*, 107:500, 1533–1545.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.