Description Usage Arguments Value Examples
Function to simulate outcomes from a multivariate normal regression model.
1 | rMNR(X, b, S)
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X |
List of design matrices, one for each outcome. |
b |
List of regression coefficients, one for each outcome. |
S |
Outcome covariance structure. |
Numeric n\times k matrix, where n is the number of rows in each design matrix, and k is the number of rows in the covariance structure.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | ## Not run:
set.seed(100);
# Observations
n = 1e3;
## Design matrices
X1 = cbind(1,matrix(rnorm(2*n),nrow=n));
colnames(X1) = c("int",paste0("x0",seq(1:2)));
X2 = cbind(1,matrix(rnorm(3*n),nrow=n));
colnames(X2) = c("int",paste0("x1",seq(1:3)));
X3 = cbind(1,matrix(rnorm(4*n),nrow=n));
colnames(X3) = c("int",paste0("x2",seq(1:4)));
X = list(X1,X2,X3);
# Target Parameter
b1 = c(-1,0.1,-0.1);
b2 = c(1,-0.1,0.1,0);
b3 = c(0,0.1,-0.1,0.1,-0.1);
b = list(b1,b2,b3);
# Exchangeable covariance structure
S = array(0.5,dim=c(3,3)) + 0.5*diag(3);
# Generate data
Y = rMNR(X=X,b=b,S=S);
## End(Not run)
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