Commit | Line | Data |
---|---|---|
1 | p = 10 | |
2 | q = 8 | |
3 | k = 2 | |
4 | D = 20 | |
5 | ||
6 | meanX = rep(0,p) | |
7 | covX = 0.1*diag(p) | |
8 | ||
9 | covY = array(dim = c(q,q,k)) | |
10 | covY[,,1] = 0.1*diag(q) | |
11 | covY[,,2] = 0.2*diag(q) | |
12 | ||
13 | beta = array(dim = c(p,q,2)) | |
14 | beta[,,2] = matrix(c(rep(2,(D)),rep(0, p*q-D))) | |
15 | beta[,,1] = matrix(c(rep(1,D),rep(0, p*q-D))) | |
16 | ||
17 | n = 100 | |
18 | ||
19 | pi = c(0.4,0.6) | |
20 | ||
21 | data = generateXY(meanX,covX,covY, pi, beta, n) | |
22 | ||
23 | X = data$X | |
24 | Y = data$Y | |
25 | ||
26 | res_valse = valse(X,Y) |