generate.data: Data generation function for simulation and demonstration...

In siqr: An R Package for Single-Index Quantile Regression

Description

Data generation function for simulation and demonstration There are three settings.

Usage

generate.data(
  n,
  true.theta = NULL,
  sigma = 0.1,
  setting = "setting1",
  ncopy = 1
)

Arguments

n	sample size
true.theta	true single-index coefficients, default is c(1,1,1)/sqrt(3) for setting 1 and c(1,2)/sqrt(5) for other settings
sigma	the standard deviation of error term
setting	chose from three settings
ncopy	generates multiple copies of data for Monte Carlo simulations

Value

X predictors

Y response variables

single.index.values single index term

siqr documentation built on Dec. 15, 2021, 1:08 a.m.