simdata_normal: Generates random variates from K multivariate normal...

In sortinghat: sortinghat

Description

We generate n_k observations (k = 1, …, K) from each of K multivariate normal distributions. Let the kth population have a p-dimensional multivariate normal distribution, N_p(μ_k, Σ_k) with mean vector μ_k and positive-definite covariance matrix Σ_k.

Usage

  simdata_normal(n, mean, cov, seed = NULL)

Arguments

n	a vector (of length K) of the sample sizes for each population
mean	a vector or a list (of length K) of mean vectors
cov	a symmetric matrix or a list (of length K) of symmetric covariance matrices.
seed	seed for random number generation (If NULL, does not set seed)

Details

The number of populations, K, is determined from the length of the vector of sample sizes, coden. The mean vectors and covariance matrices each can be given in a list of length K. If one covariance matrix is given (as a matrix or a list having 1 element), then all populations share this common covariance matrix. The same logic applies to population means.

Value

named list containing:

x:

A matrix whose rows are the observations generated and whose columns are the p features (variables)

y:

A vector denoting the population from which the observation in each row was generated.

Examples

# Generates 10 observations from each of two multivariate normal populations
# with equal covariance matrices.
mean_list <- list(c(1, 0), c(0, 1))
cov_identity <- diag(2)
data_generated <- simdata_normal(n = c(10, 10), mean = mean_list,
                                 cov = cov_identity, seed = 42)
dim(data_generated$x)
table(data_generated$y)

# Generates 10 observations from each of three multivariate normal
# populations with unequal covariance matrices.
set.seed(42)
mean_list <- list(c(-3, -3), c(0, 0), c(3, 3))
cov_list <- list(cov_identity, 2 * cov_identity, 3 * cov_identity)
data_generated2 <- simdata_normal(n = c(10, 10, 10), mean = mean_list,
                                  cov = cov_list)
dim(data_generated2$x)
table(data_generated2$y)

sortinghat documentation built on May 30, 2017, 4:52 a.m.