tests/sample.R

In xinzhou1023/lmdecomp: A package for various type of linear model decomposition.

setwd("c:\\Users\\XinZhou\\Documents\\GitHub\\decomp\\")
n=5

a=vector("list",n)
b=vector("list",n)
for (i in 1:n){
  beta=c(1,rnorm(1,0.1,0.1),rnorm(1,0.5,0.1))
  X=cbind(rep(1,200),rnorm(200,0.1,2),rnorm(200,0.5,1))
  error=rnorm(200,0,0.01)
  y=X %*% beta + error
  data=cbind(rep(paste("cs",i),200),seq(as.Date("2015-01-01"), by = "day", length.out = 200),y,X)
  colnames(data)=c("cs","date","sales","base","tv","web")
  search=(as.numeric(data[,'web'])-mean(as.numeric(data[,'web']))-error)/0.5
  data=cbind(data,search)
  a[[i]]=data
  coef=cbind(paste("cs",i),c("tv","web"),beta[-1])
  #coef=rbind(coef,c(paste("cs",i),"search",0.5))
  colnames(coef)=c("cs","var","para")
  b[[i]]=coef
}

a=data.table(Reduce(rbind,a))
a=a[,!"base",with=F]

b=data.table(Reduce(rbind,b))
b$model="sales"

write.csv(a,"input_data.csv",row.names = F)
write.csv(b,"input_var.csv",row.names = F)