cp_gen {rrcov3way} | R Documentation |
Generate PARAFAC data sets, optionally with outliers
Description
Generates nsim
data sets according to the given parameters.
If eps > 0
, the specified fraction of random outliers of the identified by the
parameter type
type are added to the data sets.
Usage
cp_gen(
I = 20,
J = 20,
K = 20,
nsim = 200,
nf = 3,
noise = 0.05,
noise1 = 0,
Acol = TRUE,
Bcol = TRUE,
Ccol = TRUE,
congA = 0.5,
congB = 0.5,
congC = 0.5,
eps = 0,
type = c("none", "bl", "gl", "og"),
c1 = 10,
c2 = 0.1,
silent = FALSE
)
Arguments
I |
number of observations |
J |
number of variables |
K |
number of occasions |
nsim |
number of data sets to generate |
nf |
number of PARAFAC components |
noise |
level of homoscedastic (HO) noise |
noise1 |
level of heteroscedastic (HE) noise |
Acol |
whether to apply collinearity with factor congA to mode A |
Bcol |
whether to apply collinearity with factor congB to mode B |
Ccol |
whether to apply collinearity with factor congC to mode C |
congA |
collinearity factor for mode A |
congB |
collinearity factor for mode B |
congC |
collinearity factor for mode C |
eps |
fraction of outliers (percent contamination) |
type |
type of outliers: one of |
c1 |
parameter for outlier generation ( |
c2 |
parameter for outlier generation ( |
silent |
whether to issue warnings |
Value
A list consisting of the following lists:
As list of
nsim
matrices for the mode ABs list of
nsim
matrices for the mode BCs list of
nsim
matrices for the mode CXs list of
nsim
PARAFAC data sets, each with dimension IxJxKOs list of
nsim
vectors containing the added outliers (if any)param list of parameters used for generation of the data sets
References
Todorov, V. and Simonacci, V. and Gallo, M. and Trendafilov, N. (2023). A novel estimation procedure for robust CANDECOMP/PARAFAC model fitting. Econometrics and Statistics. In press.
Tomasi, G. and Bro, R., (2006). A comparison of algorithms for fitting the PARAFAC model. Computational Statistics & Data Analysis 50 (7), 1700–1734.
Faber, N.M. and Bro, R. and Hopke, P.K. (2003). Recent developments in CANDECOMP/PARAFAC algorithms: A critical review. Chemometrics and Intelligent Laboratory Systems 65, 119–137.
Examples
## Generate one PARAFAC data set (nsim=1) with R=2 components (nf=2) and dimensions
## 50x10x10. Apply 0.15 homoscedastic noise and 0.10 heteroscedastic noise, apply
## collinearity with congruence factor 0.5 to all modes. Add 20% bad leverage points.
library(rrcov3way)
xdat <- cp_gen(I=50, J=100, K=10, nsim=1, nf=2,
noise=0.15, noise1=0.10, Acol=TRUE, Bcol=TRUE, Ccol=TRUE,
congA=0.5, congB=0.5, congC=0.5,
eps=0.2, type="bl")
names(xdat)