simulate_noise: Simulate noise observations

In nicolagnecco/causalXtreme: Causal discovery in heavy-tailed models

Simulate noise observations

Description

Sample n observations for p independent noise variables from a certain distribution distr.

Usage

simulate_noise(
  n,
  p,
  distr = c("student_t", "gaussian", "log_normal"),
  tail_index
)

Arguments

n	Positive integer. The number of observations, must be larger than 1.
p	Positive integer. The number of variables, must be larger than 1.
distr	Character. The distribution of the noise. It is one of: student_t, in this case the user has to specify the tail_index, i.e., the degrees of freedom, gaussian, log_normal.
tail_index	Positive numeric. The tail index, i.e., degrees of freedom, of the noise.

Value

Numeric matrix. Dataset matrix with n rows (observations) and p columns (variables).

nicolagnecco/causalXtreme documentation built on April 21, 2024, 4:22 a.m.