Simulation model 2
Similar to the the SRRR simulation model in Chen and Huang (2012), JASA
rrr.sim2(n = 100, p = 50, p0 = 10, q = 50, q0 = 10, nrank = 3, s2n = 1,
sigma = NULL, rho_X = 0.5, rho_E = 0)n |
sample size |
p |
number of predictors |
p0 |
number of relevant predictors |
q |
number of responses |
q0 |
number of relevant responses |
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, L. and Huang, J.Z. (2012) Sparse reduced-rank regression for simultaneous dimension reduction and variable selection. Journal of the American Statistical Association, 107:500, 1533–1545.
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