reports/essai16mars.R

   1 p = 10
   2 q = 8
   3 k = 2
   4 D = 20
   5
   6 meanX = matrix(nrow=p,ncol=k)
   7 meanX[,1] = rep(0,p)
   8 meanX[,2] = rep(1,p)
   9
  10 covX = array(dim=c(p,p,k))
  11 covX[,,1] = 0.1*diag(p)
  12 covX[,,2] = 0.5*diag(p)
  13
  14 covY = array(dim = c(q,q,k))
  15 covY[,,1] = 0.1*diag(q)
  16 covY[,,2] = 0.2*diag(q)
  17
  18 beta = array(dim = c(p,q,2))
  19 beta[,,2] = matrix(c(rep(2,(D)),rep(0, p*q-D)))
  20 beta[,,1] = matrix(c(rep(1,D),rep(0, p*q-D)))
  21
  22 n = 100
  23
  24 pi = c(0.4,0.6)
  25
  26 data = generateXY(meanX,covX,covY, pi, beta, n)
  27
  28 X = data$X
  29 Y = data$Y
  30
  31 res_valse = valse(X,Y)