#' Generate a sample of (X,Y) of size n #' @param meanX matrix of group means for covariates (of size p*K) #' @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 beta regression matrix #' @param n sample size #' #' @return list with X and Y #' @export generateXY = function(meanX, covX, covY, pi, beta, n) { p = dim(covX)[1] m = dim(covY)[1] k = dim(covX)[3] X = matrix(nrow=n,ncol=p) Y = matrix(nrow=n,ncol=m) require(MASS) #simulate from a multivariate normal distribution for (i in 1:n) { class = sample(1:k, 1, prob=pi) X[i,] = mvrnorm(1, meanX[,class], covX[,,class]) Y[i,] = mvrnorm(1, X[i,] %*% beta[,,class], covY[,,class]) } return (list(X=X,Y=Y)) } #' Generate a sample of (X,Y) of size n with default values #' @param n sample size #' @param p number of covariates #' @param m size of the response #' @param k number of clusters #' @return list with X and Y #' @export generateXYdefault = function(n, p, m, k) { rangeX = 100 meanX = rangeX * matrix(1 - 2*runif(p*k), ncol=k) covX = array(dim=c(p,p,k)) covY = array(dim=c(m,m,k)) for(r in 1:k) { covX[,,r] = diag(p) covY[,,r] = diag(m) } pi = rep(1./k,k) #initialize beta to a random number of non-zero random value beta = array(0, dim=c(p,m,k)) for (j in 1:p) { nonZeroCount = sample(1:m, 1) beta[j,1:nonZeroCount,] = matrix(runif(nonZeroCount*k), ncol=k) } sample_IO = generateXY(meanX, covX, covY, pi, beta, n) return (list(X=sample_IO$X,Y=sample_IO$Y)) } #' Initialize the parameters in a basic way (zero for the conditional mean, uniform for weights, #' identity for covariance matrices, and uniformly distributed for the clustering) #' @param n sample size #' @param p number of covariates #' @param m size of the response #' @param k number of clusters #' @return list with phiInit, rhoInit,piInit,gamInit #' @export basicInitParameters = function(n,p,m,k) { phiInit = array(0, dim=c(p,m,k)) piInit = (1./k)*rep(1,k) rhoInit = array(dim=c(m,m,k)) for (i in 1:k) rhoInit[,,i] = diag(m) gamInit = 0.1 * matrix(1, nrow=n, ncol=k) R = sample(1:k, n, replace=TRUE) for (i in 1:n) gamInit[i,R[i]] = 0.9 gamInit = gamInit/sum(gamInit[1,]) return (list("phiInit" = phiInit, "rhoInit" = rhoInit, "piInit" = piInit, "gamInit" = gamInit)) }