Description Usage Arguments Value Details Author(s) Examples
A function for Generating a joint-normal simulation.
1 | mgc.sims.joint(n, d, eps = 0.5)
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n |
the number of samples for the simulation. |
d |
the number of dimensions for the simulation setting. |
eps |
the noise level for the simulation. Defaults to |
a list containing the following:
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Given: r = 1/2*d, Id is the identity matrix of size dxd, Jd is the matrix of ones of size dxd. Simulates n points from Joint-Normal(X, Y), where:
(X, Y) ~ N(0, E)
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E = [Id, r*Jd; r*Jd, (1+eps*K)*Id]
and K = 1 if d=1, and 0 otherwise controls the noise for higher dimensions.
For more details see the help vignette:
vignette("sims", package = "mgc")
Eric Bridgeford
1 2 3 | library(mgc)
result <- mgc.sims.joint(n=100, d=10) # simulate 100 samples in 10 dimensions
X <- result$X; Y <- result$Y
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