multivarGaussian: Simulate multivariate gaussian distribution with some...

In AmIACommonGuy/RobustEM: Robust Expectation Maximization Algorithm against Outliers

Simulate multivariate gaussian distribution with some outliers.

Description

Simulate multivariate gaussian distribution with some outliers.

Usage

multivarGaussian(n, d, out_perc, out_mag, independent = TRUE, cov_scale = 1)

Arguments

n	Number of points
d	Number of dimensions
out_perc	The percentage of outliers
out_mag	The magnitude of the outliers in terms of the covariance
independent	Whether the correlation of points are zero. Default to be true.
cov_scale	Constant parameter for setting the covariance of the non-outliers. Default to be 1.

Value

A list with:

mu - mean vector

sigma - covariance matrix

gauss - matrix of points

outlier - matrix of outliers

Examples

simulation <- multivarGaussian(n = 200, d = 3, out_perc = 0.03, out_mag = 4)

AmIACommonGuy/RobustEM documentation built on April 24, 2022, 5:38 a.m.