LFM {LFM} | R Documentation |
Generate Laplace factor models
Description
The function is to generate Laplace factor model data. The function supports various distribution types for generating the data, including: - 'truncated_laplace': Truncated Laplace distribution - 'log_laplace': Univariate Symmetric Log-Laplace distribution - 'Asymmetric Log_Laplace': Log-Laplace distribution - 'Skew-Laplace': Skew-Laplace distribution
Usage
LFM(n, p, m, distribution_type)
Arguments
n |
An integer specifying the sample size. |
p |
An integer specifying the sample dimensionality or the number of variables. |
m |
An integer specifying the number of factors in the model. |
distribution_type |
A character string indicating the type of distribution to use for generating the data. |
Value
A list containing the following elements:
data |
A numeric matrix of the generated data. |
A |
A numeric matrix representing the factor loadings. |
D |
A numeric matrix representing the uniquenesses, which is a diagonal matrix. |
Examples
library(MASS)
library(matrixcalc)
library(relliptical)
n <- 1000
p <- 10
m <- 5
sigma1 <- 1
sigma2 <- matrix(c(1,0.7,0.7,1), 2, 2)
distribution_type <- "truncated_laplace"
results <- LFM(n, p, m, distribution_type)
print(results)