R: simulData

simulData {LINselect} | R Documentation

## simulData

### Description

Function to simulate data Y = X β + σ N(0, 1)

### Usage

    simulData(p = 100, n = 100, beta = NULL, C = NULL, r = 0.95,
        rSN = 10)

### Arguments

`p` | integer : number of variates. Should be >15 if `beta=NULL`
`n` | integer : number of observations
`beta` | vector with `p` components. See details.
`C` | matrix `p x p`. Covariance matrix of X. See details.
`r` | scalar for calculating the covariance of X when `C=NULL`.
`rSN` | scalar : ratio signal/noise

### Details

When `beta` is `NULL`, then `p` should be greater than 15 and `beta=c(rep(2.5,5),rep(1.5,5),rep(0.5,5),rep(0,p-15))`

When `C` is `NULL`, then `C` is block diagonal with
`C[a,b] = r**abs(a-b)` for 1 ≤ a, b ≤ 15
`C[a,b] = r**abs(a-b)` for 16 ≤ a, b ≤ p

The lines of `X` are `n` i.i.d. gaussian variables with mean 0 and covariance matrix `C`.

The variance `sigma**2` equals the squared euclidean norm of X β divided by `rSN*n`.

### Value

A list with components :

`Y` | vector `n` : Y = X β + σ N(0, 1)
`X` | matrix `n x p` : values of the covariates. See details.
`C` | matrix `p x p`. See details
`sigma` | scalar. See details.
`beta` | vector with `p` components. See details.

### Note

Library `mvtnorm` is loaded.

### Author(s)

Yannick Baraud, Christophe Giraud, Sylvie Huet

[Package LINselect version 1.1 Index]