lines(1:15, rep(0,15), col='red') N = 300 mugamma = c(1,2,3) Gamma = matrix(c(5,-0.02,0.01,-0.02,1,0.1,0.01,0.1,1),3,3) s2 = 0.01 Si = getbasismatrix(seq(0,1,length=15),create.fourier.basis(nbasis = 3)) gammai = t(sapply(1:N,FUN = function(i){ rmvnorm(1,mugamma,Gamma) })) Xdata = t(sapply(1:N,FUN = function(i){ as.vector(Si%*%gammai[i,])+rnorm(15,0,s2) })) matplot(t(Xdata),type="l") #beta = c(.1,.5,-.3) beta = c(1,-3.5,4.5,-2.5) pydata = sapply(1:N,FUN=function(i){ a = sum(beta*c(1,gammai[i,])) return(exp(a)/(1+exp(a))) }) U = runif(length(pydata)) ydata = as.numeric(U