reports/essai16mars.R

   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)