rrr.sim6: Auto generated samples.

In wangq326/SC19074: Reduced rank regression via stability approach

Description

Simulate according to Chen, Dong, Chan for case where p,q >n.

Usage

rrr.sim6(n, p, q, r, b, rho, rX)

Arguments

n	samples
p	number of explanatory variables
q	number of response variables
r	rank of C
b	signal to noise ratio
rho	correlation between Xs
rX	rank of X

Value

a list of Y and X and true signal to noise ratio

Examples

## Not run: 
n = 76 # samples
q = 88 # number of response variables
rho = 0.5 # correlation between Xs
rX = 10 # rank of X
r = 5 # rank of C
p = 46 # number of explanatory variables
b = 1 #signal to noise ratio
res <- rrr.sim6(n,p,q,r,b,rho,rX)

## End(Not run)

wangq326/SC19074 documentation built on Jan. 2, 2020, 8:48 p.m.