Random Regressors
A utility function for producing random regressors with a specified number of degrees of freedom.
rand(df = 1, rdist = rnorm, args = list(), nrow, seed = NULL)
df |
degrees of freedom, i.e., number of random regressors |
rdist |
random distribution function for sampling |
args |
arguments for |
nrow |
number of rows in resulting matrix. This can often be omitted in
the context of functions like |
seed |
seed for random number generation |
A matrix of random variates with df columns.
In its intended use, the number of rows will be selected to match the
size of the data frame supplied to lm
rand(2,nrow=4) rand(2,rdist=rpois, args=list(lambda=3), nrow=4) summary(lm( waiting ~ eruptions + rand(1), faithful))
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