make_subsamples {RCTS}

Selects a subsample of the time series, and of the length of the time series. Based on this it returns a list with a subsample of Y, the corresponding subsample of X and of the true group membership and factorstructures if applicable.

Description

Selects a subsample of the time series, and of the length of the time series. Based on this it returns a list with a subsample of Y, the corresponding subsample of X and of the true group membership and factorstructures if applicable.

Usage

make_subsamples(original_data, subset, verbose = TRUE)

Arguments

original_data

list containing the true data: Y, X, g_true, beta_true, factor_group_true, lambda_group_true, comfactor_true, lambda_true

subset

index of the subsample: this defines how many times stepsize_N is subtracted from the original N time series. Similar for stepsize_T.

verbose

when TRUE, it prints messages

Value

Y, X, g_true, comfactor_true, lambda_true, factor_group_true, lambda_group_true, sampleN, sampleT The output is a list where the first element is a subset of the panel dataset. The second element contains a subsetted 3D-array with the p observed variables. The third element contains the subsetted true group membership. The fourth and fifth elements contain the subsetted true common factor(s) and its loadings respectively. The sixth element contains a list with the subsetted true group specific factors. The seventh element contains a dataframe where each row contains the group specific factor loadings that corresponds to the group specific factors. The eighth and ninth element contain the indices of N and T respectively, which were used to create the subsets.

Examples

set.seed(1)
original_data <- create_data_dgp2(30, 10)
make_subsamples(original_data, 1)