InputParameters/generateIO.R

   1 library(MASS) #simulate from a multivariate normal distribution
   2
   3 generateIO = function(meanX, covX, covY, pi, beta, n){ #don't need meanX
   4   size_covX = dim(covX)
   5   p = size_covX[1]
   6   k = size_covX[3]
   7
   8   size_covY = dim(covY)
   9   m = size_covY[1]
  10
  11   Y = matrix(0,n,m)
  12   BX = array(0, dim=c(n,m,k))
  13
  14   for(i in 1:n){
  15     for(r in 1:k){
  16       BXir = rep(0,m)
  17       for(mm in 1:m){
  18         Bxir[[mm]] = X[i,] %*% beta[,mm,r]
  19       }
  20       Y[i,]=Y[i,] + pi[[r]] * mvrnorm(1,BXir, covY[,,r])
  21     }
  22   }
  23
  24   return(list(X,Y))
  25 }