data.gen.nl1: Nonlinear system with independent/correlate covariates

In synthesis: Generate Synthetic Data from Statistical Models

Nonlinear system with independent/correlate covariates

Description

Nonlinear system with independent/correlate covariates

Usage

data.gen.nl1(nobs, ndim = 15, r = 0.6, noise = 1)

Arguments

nobs	The data length to be generated.
ndim	The number of potential predictors (default is 9).
r	Target Spearman correlation among covariates.
noise	The noise level in the time series.

Value

A list of 3 elements: a vector of response (x), a matrix of potential predictors (dp) with each column containing one potential predictor, and a vector of true predictor numbers.

Examples

###synthetic example - Friedman
#Friedman with independent uniform variates
data.nl1 <- data.gen.nl1(nobs=1000)

#Friedman with correlated uniform variates
data.nl2 <- data.gen.nl2(nobs=1000)

plot.ts(cbind(data.nl1$x,data.nl2$x), col=c('red','blue'), main=NA, xlab=NA,
        ylab=c('Nonlinear system with \n independent uniform variates',
        'Nonlinear system with \n correlated uniform variates'))

synthesis documentation built on Sept. 11, 2024, 6:30 p.m.