generate.data {siqr} | R Documentation |
Data generation function for simulation and demonstration There are three settings.
Description
Data generation function for simulation and demonstration There are three settings.
Usage
generate.data(
n,
true.theta = NULL,
sigma = 0.1,
setting = "setting1",
ncopy = 1
)
Arguments
n |
sample size |
true.theta |
true single-index coefficients, default is c(1,1,1)/sqrt(3) for setting 1 and c(1,2)/sqrt(5) for other settings |
sigma |
the standard deviation of error term |
setting |
chose from three settings |
ncopy |
generates multiple copies of data for Monte Carlo simulations |
Value
X predictors
Y response variables
single.index.values single index term
[Package siqr version 0.8.1 Index]