regressor_matrix: Sparse regressor matrix

In spcorum/tsmvrdata: Datasets for tsmvr

Description

Creates a random realization of a sparse multivariate regressor matrix.

Usage

regressor_matrix(p, q, b1 = sqrt(0.1), b2 = sqrt(0.1), seed = NULL)

Arguments

p	number of regression features (positive integer)
q	number of regression responses (positive integer)
b1	a Bernoulli parameter controlling the sparsity of the regressor matrix (0 <= s1 <= 1)
b2	a second Bernoulli parameter controlling the sparsity of the regressor matrix (0 <= s2 <= 1)
seed	seed for pseudo-random number generator (numeric)

Value

Returns a random sparse regressor matrix of dimension p x q with expected sparsity b1 x b2.

References

\insertRef

MRCEtsmvr

spcorum/tsmvrdata documentation built on May 6, 2019, 11:17 a.m.