initialise_X {RCTS}

Creates X (the observable variables) to use in simulations.

Description

X is an array with dimensions N, T and number of observable variables. The variables are randomly generated with mean 0 and sd 1.

Usage

initialise_X(NN, TT, vars, scale_robust = TRUE)

Arguments

NN

number of time series

TT

length of time series

vars

number of available observable variables

scale_robust

logical, defines if X will be scaled with robust metrics instead of with non-robust metrics

Value

array with dimensions N x T x number of observable variables