X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=R%2FgenerateIO.R;h=5f19488bb80ef7b04d16e305ff2dcef7d4cdcdc9;hb=c3bc47052f3ccb659659c59a82e9a99ea842398d;hp=0e776d0502261ca26d4061036d661f78b8c39d55;hpb=f2a9120810d7e1e423c7b5c2c4320f4e27221f50;p=valse.git diff --git a/R/generateIO.R b/R/generateIO.R index 0e776d0..5f19488 100644 --- a/R/generateIO.R +++ b/R/generateIO.R @@ -1,34 +1,36 @@ #' Generate a sample of (X,Y) of size n #' @param covX covariance for covariates (of size p*p*K) #' @param covY covariance for the response vector (of size m*m*K) -#' @param pi proportion for each cluster +#' @param pi proportion for each cluster #' @param beta regression matrix -#' @param n sample size +#' @param n sample size #' #' @return list with X and Y #' @export #----------------------------------------------------------------------- generateIO = function(covX, covY, pi, beta, n) { - p = dim(covX)[1] - - m = dim(covY)[1] - k = dim(covY)[3] - - Y = matrix(0,n,m) - BX = array(0, dim=c(n,m,k)) - - require(MASS) #simulate from a multivariate normal distribution - for (i in 1:n) - { - for (r in 1:k) - { - BXir = rep(0,m) - for (mm in 1:m) - Bxir[[mm]] = X[i,] %*% beta[,mm,r] - Y[i,] = Y[i,] + pi[r] * mvrnorm(1,BXir, covY[,,r]) - } - } - - return (list(X=X,Y=Y)) + p = dim(covX)[1] + + m = dim(covY)[1] + k = dim(covY)[3] + + Y = matrix(0,n,m) + require(mvtnorm) + X = rmvnorm(n, mean = rep(0,p), sigma = covX) + + require(MASS) #simulate from a multivariate normal distribution + for (i in 1:n) + { + + for (r in 1:k) + { + BXir = rep(0,m) + for (mm in 1:m) + BXir[mm] = X[i,] %*% beta[,mm,r] + Y[i,] = Y[i,] + pi[r] * mvrnorm(1,BXir, covY[,,r]) + } + } + + return (list(X=X,Y=Y)) }