Simulation model 1
Similar to the the RSSVD simulation model in Chen, Chan, Stenseth (2012), JRSSB.
rrr.sim1(n = 50, p = 25, q = 25, nrank = 3, s2n = 1, sigma = NULL,
rho_X = 0.5, rho_E = 0)n, p, q |
model dimensions |
nrank |
model rank |
s2n |
signal to noise ratio |
sigma |
error variance. If specfied, then s2n has no effect |
rho_X |
correlation parameter in the generation of predictors |
rho_E |
correlation parameter in the generation of random errors |
similated model and data
Chen, K., Chan, K.-S. and Stenseth, N. C. (2012) Reduced rank stochastic regression with a sparse singular value decomposition. Journal of the Royal Statistical Society: Series B, 74, 203–221.
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