generate_grouped_factorstructure: Generates the true groupfactorstructure, to use in...

In eh-in-r/RCTS: Clustering Time Series While Resisting Outliers

Generates the true groupfactorstructure, to use in simulations.

Description

Loadings and factors are generated by: factors ~ N(j * fgr_factor_mean, fgr_factor_sd) -> default case will be N(j, 1) loadings ~ N(lgr_factor_mean, j * lgr_factor_sd) -> default case will be N(0, j)

Usage

generate_grouped_factorstructure(
  S,
  kg_true,
  TT,
  g_true,
  lgr_factor_mean = 0,
  lgr_factor_sd = 1,
  fgr_factor_mean = 1,
  fgr_factor_sd = 1
)

Arguments

S	true number of groups
kg_true	vector with as length the number of groups, where each element is the true number of groupfactors of that group.
TT	length of time series
g_true	vector of length NN with true group memberships
lgr_factor_mean	mean of the normal distribution from which the loadings are generated
lgr_factor_sd	sd of the normal distribution from which the loadings are generated (multiplied by a coefficient for each different group)
fgr_factor_mean	mean of the normal distribution from which the group specific factors are generated (multiplied by a coefficient for each different group)
fgr_factor_sd	sd of the normal distribution from which the group specific factors are generated

Value

list: first element contains the true group specific factors and the second element contains the corresponding loadings

eh-in-r/RCTS documentation built on May 19, 2023, 1:09 p.m.