Simulation model 4
Generate data from a mean-shifted reduced-rank regression model
rrr.sim4(n = 100, p = 12, q = 8, nrank = 3, s2n = 1, rho_X = 0, rho_E = 0,
nout = 10, vout = NULL, voutsd = 2, nlev = 10, vlev = 10,
vlevsd = NULL, SigmaX = CorrCS, SigmaE = CorrCS)n |
sample size |
p |
number of predictors |
q |
numbers of responses |
nrank |
model rank |
s2n |
signal to noise ratio |
rho_X |
correlation parameter for predictors |
rho_E |
correlation parameter for errors |
nout |
number of outliers; should be smaller than n |
vout |
control mean-shifted value of outliers |
voutsd |
control mean-shifted magnitude of outliers |
nlev |
number of high-leverage outliers |
vlev |
control value of leverage |
vlevsd |
control magnitude of leverage |
SigmaX |
correlation structure of predictors |
SigmaE |
correlation structure of errors |
similated model and data
She, Y. and Chen, K. (2017) Robust reduced-rank regression. Biometrika, 104 (3), 633–647.
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