mgc.sims.linear: Linear Simulation

Description Usage Arguments Value Details Author(s) Examples

View source: R/simulations.R

Description

A function for Generating a linear simulation.

Usage

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mgc.sims.linear(n, d, eps = 1, ind = FALSE, a = -1, b = 1)

Arguments

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 1.

ind

whether to sample x and y independently. Defaults to FALSE.

a

the lower limit for the range of the data matrix. Defaults to -1.

b

the upper limit for the range of the data matrix. Defaults to 1.

Value

a list containing the following:

X

[n, d] the data matrix with n samples in d dimensions.

Y

[n] the response array.

Details

Given: w[i] = 1/i is a weight-vector that scales with the dimensionality. Simulates n points from Linear(X, Y), where:

X ~ U(a, b)^d

Y = w^T X + κ ε

and K = 1 if d=1, and 0 otherwise controls the noise for higher dimensions.

Author(s)

Eric Bridgeford

Examples

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library(mgc)
result  <- mgc.sims.linear(n=100, d=10)  # simulate 100 samples in 10 dimensions
X <- result$X; Y <- result$Y

neurodata/r-mgc documentation built on March 12, 2021, 9:45 a.m.