regressor_matrix: Sparse regressor matrix

Description Usage Arguments Value References

View source: R/regressor_matrix.R

Description

Creates a random realization of a sparse multivariate regressor matrix.

Usage

1
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.