Description Usage Arguments Value
Simulate test data for usual Gaussian PCA
| 1 | generate_gaussian_data(k = 4, n = 100, d = 10, eps = 0.05)
 | 
| 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. | 
A list with the following elements, 
$X: The simulated gaussian data.
$V: The latent subspace.
$A: The latent scores.
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