DGP: DATA GENERATING PROCESSES

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

DATA GENERATING PROCESSES

Description

A collection of DGPs for different models from Hwang's example.

Usage

DGP.hwang(
  n,
  q,
  Sigma,
  model,
  otherArgs = list(seed = NA, nTesting = NA),
  PlotData
)

Arguments

n	"numeric". No. of obs. to be generated
Sigma	"matrix". The variance covariance matrix.
model	"character". The model name to be use. When the model is "spline", you also need to supply paramters, see otherArgs.
otherArgs	"list". Other arguemnts need to pass to the function. otherArgs$seed: Set the seed. If this vaule is unset, use a random seed. otherArgs$xi: otherArgs$withOnt: otherArgs$spline.type:
PlotData	"logical" If need to plot the data out.

Details

The model can be extended.

Value

"list"

Note

First version: Tue Mar 30 20:11:06 CEST 2010; Current: Tue Jul 31 13:05:02 CEST 2012. DEPENDS: mvtnorm

Author(s)

Feng Li, Department of Statistics, Stockholm University, Sweden.

References

Hwang 2000

thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.