generate_gaussian_data: Simulate test data for usual Gaussian PCA

Description Usage Arguments Value

Description

Simulate test data for usual Gaussian PCA

Usage

1
generate_gaussian_data(k = 4, n = 100, d = 10, eps = 0.05)

Arguments

k

The latent subspace dimension.

n

The number of samples to generate.

d

The dimension of the samples.

eps

The variance of the noise around the latent subspace.

Value

A list with the following elements,
$X: The simulated gaussian data. $V: The latent subspace. $A: The latent scores.


krisrs1128/expPCA documentation built on May 20, 2019, 1:26 p.m.