gendata {GFM} | R Documentation |
Generate simulated data from high dimensional genelized nonlinear factor model.
gendata(seed=1, n=300, p=50, type='homonorm', q=6, rho=1)
seed |
a nonnegative integer, the random seed, default as 1. |
n |
a positive integer, the sample size. |
p |
an positive integer, the variable dimension. |
type |
a character, specify the variables type, including |
q |
a positive integer, the number of factors. |
rho |
a positive number, controlling the magnitude of loading matrix. |
return a list including two components:
X |
a |
H0 |
a |
B0 |
a |
ind_nz |
a integer vector, the index vector for which rows of |
nothing
Wei Liu
Wei Liu, Huazhen Lin, Shurong Zheng & Jin Liu (2019) . Generalized factor model for ultra-high dimensional mixed data. Submitted.
dat <- gendata(n=300, p = 500)
str(dat)