Generate functional/longitudinal data via KL expansion
Generate functional/longitudinal data via Karhunen–Loève expansion.
GenDataKL(n, interval, sparse, meanfun, score, eigfun, sd)
n |
number of sample size. |
interval |
A |
sparse |
A |
meanfun |
A function for the mean. |
score |
A n by |
eigfun |
A |
sd |
A scalar denoting the standard deviation of measurement errors. |
A list
containing the following components:
Lt |
A |
Ly |
A |
n <- 100 interval <- c(0, 10) lambda_1 <- 9 #the first eigenvalue lambda_2 <- 1.5 #the second eigenvalue eigfun <- list() eigfun[[1]] <- function(x){cos(pi * x/10)/sqrt(5)} eigfun[[2]] <- function(x){sin(pi * x/10)/sqrt(5)} score <- cbind(rnorm(n, 0, sqrt(lambda_1)), rnorm(n, 0, sqrt(lambda_2))) DataNew <- GenDataKL(n, interval = interval, sparse = 6:8, meanfun = function(x){0}, score = score, eigfun = eigfun, sd = sqrt(0.1))
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