Generate the grouped data.
gendata(seed = 1, T = 50, N = rep(30, 5), r0 = 2, r = rep(2, 5),
Phi_G = 0.5, Phi_F = 0.5, Phi_e = 0.5, W_F = 0.5, beta = 0.2,
kappa = 1, case = 1)
a list of the data.
the global factors.
a list of the local factors.
the global factor loadings.
the local factor loadings.
the number of time points.
a vector representing the number of variables in each group.
the number of groups.
the number of global factors.
a vector representing the number of the local factors.
the case of the data-generating process.
the seed used in set.seed.
the number of time points.
a vector representing the number of variables in each group.
the number of global factors.
a vector representing the number of the local factors. Notice, the length of \(r\) is the same as \(N\).
hyperparameter of the global factors, default is 0.5, the value should between 0 and 1.
hyperparameter of the local factors, default is 0.5, the value should between 0 and 1.
hyperparameter of the errors, default is 0.5, the value should between 0 and 1.
hyperparameter of the correlation of local factors, only applicable in case = 3, the value should between 0 and 1.
hyperparameter of the errors, default is 0.2.
hyperparameter of signal to noise ratio, default is 1.
the case of the data-generating process, default is 1, it can also be 2 and 3.