R/simu_dat.R

simu_dat = function(n, p){
  # n = 500; p = 25;
  sigma = diag(0.9, 10) + 0.1
  Z = rmvnorm(n=n, mean=rep(0,10), sigma=sigma)
  X = rmvnorm(n=n, mean=rep(0,p), sigma=diag(1, p))
  Y = rmvnorm(n=n, mean=rep(0,p), sigma=diag(1, p))
  X = as.data.frame(cbind(Z[,1:5], X))
  Y = as.data.frame(cbind(Z[,6:10], Y))
  return(list(X = X, Y = Y))
}

simu_dat_typeI = function(n, p){
  # n = 500; p = 25;
  sigma = diag(1, 10) 
  Z = rmvnorm(n=n, mean=rep(0,10), sigma=sigma)
  X = rmvnorm(n=n, mean=rep(0,p), sigma=diag(1, p))
  Y = rmvnorm(n=n, mean=rep(0,p), sigma=diag(1, p))
  X = as.data.frame(cbind(Z[,1:5], X))
  Y = as.data.frame(cbind(Z[,6:10], Y))
  return(list(X = X, Y = Y))
}
jasonzyx/aSPC documentation built on May 18, 2019, 5:55 p.m.