gendat: Generate Random Data.

In jeksterslabds/jeksterslabRds: Jekster's Lab Data Science and Statistics

Description

Generates data from a particular statistical model.

Usage

gendat(n, FUN = gendat_mvn, ...)

Arguments

n	Sample size.
FUN	Function to use to specify the model. The default function is gendat_mvn which generates data from a multivariate normal distribution defined by a μ vector (mu) (which defaults to zero if unspecified) and a Σ matrix of covariances (Sigma).
...	Arguments to pass to FUN.

Details

The default function is gendat_mvn which generates multivariate normal data from a p \times p variance-covariance matrix and p dimensional vector of means.

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other data generating functions: gendat_linreg_X(), gendat_linreg_y(), gendat_linreg(), gendat_mvn_a(), gendat_mvn_fe(), gendat_mvn(), gendat_vm()

Examples

# Multivariate normal data
Sigma <- matrix(
  data = c(
    225, 112.50, 56.25,
    112.5, 225, 112.5,
    56.25, 112.50, 225
  ),
  ncol = 3
)
mu <- c(100, 100, 100)
mvn <- gendat(
  n = 100,
  FUN = gendat_mvn,
  Sigma = Sigma,
  mu = mu
)
# Multivariate normal data using RAM
A <- matrix(
  data = c(
    0, 0.26^(1 / 2), 0,
    0, 0, 0.26^(1 / 2),
    0, 0, 0
  ),
  ncol = 3
)
S <- F <- I <- diag(3)
S[1, 1] <- 225
S[2, 2] <- 166.5
S[3, 3] <- 166.5
mu <- c(100, 100, 100)
mvn_ram <- gendat(
  n = 100,
  FUN = gendat_mvn_ram,
  A = A,
  S = S,
  F = F,
  I = I,
  mu = mu
)
# Multivariate normal data using RAM and sigma2
A <- matrix(
  data = c(
    0, 0.26^(1 / 2), 0,
    0, 0, 0.26^(1 / 2),
    0, 0, 0
  ),
  ncol = 3
)
sigma2 <- c(15^2, 15^2, 15^2)
F <- I <- diag(3)
mu <- c(100, 100, 100)
mvn_a <- gendat(
  n = 100,
  FUN = gendat_mvn_a,
  A = A,
  sigma2 = sigma2,
  F = F,
  I = I,
  mu = mu
)
# Linear regression
linreg <- gendat(
  n = 100,
  FUN = gendat_linreg,
  beta = c(.5, .5, .5),
  rFUN_X = rnorm,
  rFUN_y = rnorm,
  X_args = list(mean = 0, sd = 1),
  y_args = list(mean = 0, sd = 1)
)
# Logistic regression
logreg <- gendat(
  n = 100,
  FUN = gendat_logreg,
  beta = c(.5, .5, .5),
  rFUN_X = rnorm,
  mean = 0,
  sd = 1
)

jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.