rrr.sim4 {rrpack}

Simulation model 4

Description

Generate data from a mean-shifted reduced-rank regression model

Usage

rrr.sim4(
  n = 100,
  p = 12,
  q = 8,
  nrank = 3,
  s2n = 1,
  rho_X = 0,
  rho_E = 0,
  nout = 10,
  vout = NULL,
  voutsd = 2,
  nlev = 10,
  vlev = 10,
  vlevsd = NULL,
  SigmaX = "CorrCS",
  SigmaE = "CorrCS"
)

Arguments

n

sample size

p

number of predictors

q

numbers of responses

nrank

model rank

s2n

signal to noise ratio

rho_X

correlation parameter for predictors

rho_E

correlation parameter for errors

nout

number of outliers; should be smaller than n

vout

control mean-shifted value of outliers

voutsd

control mean-shifted magnitude of outliers

nlev

number of high-leverage outliers

vlev

control value of leverage

vlevsd

control magnitude of leverage

SigmaX

correlation structure of predictors

SigmaE

correlation structure of errors

Value

similated model and data

References

She, Y. and Chen, K. (2017) Robust reduced-rank regression. Biometrika, 104 (3), 633–647.