R/dataExample.R

In sufficientForecasting: Sufficient Forecasting using Factor Models

#' A simulated dataset
#'
#' This is a simulated dataset consisting of predictors, responses, and additional
#' predictors to make forecasting at a future time. In this example, the dimension
#' of predictors is p=100, and the number of observed time periods is T=100.
#'
#'
#' @docType data
#' @keywords datasets
#' @name dataExample
#' @usage dataExample
#' @format
#' \itemize{
#' \item \code{dataExample$X} simulated predictors; a p by T matrix
#' \item \code{dataExample$y} simulated responses; a T by 1 vector
#' \item \code{dataExample$newX} simulated new predictors for forecasting; a p by 1 vector
#' }
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