n <- 100
sigma.gamma <- 1
sigma.e <- 1.5
p <- 400
q <- 500
theta.x1 <- c(rep(1, 15), rep(0, 5), rep(-1, 15), rep(0, 5), rep(1.5,15),
rep(0, 5), rep(-1.5, 15), rep(0, 325))
theta.x2 <- c(rep(0, 320), rep(1, 15), rep(0, 5), rep(-1, 15), rep(0, 5),
rep(1.5, 15), rep(0, 5), rep(-1.5, 15), rep(0, 5))
theta.y1 <- 1
theta.y2 <- 1
Sigmax <- matrix(0, nrow = p, ncol = p)
diag(Sigmax) <- sigma.e ^ 2
Sigmay <- matrix(0,nrow = 1, ncol = 1)
diag(Sigmay) <- sigma.e ^ 2
set.seed(125)
gam1 <- rnorm(n)
gam2 <- rnorm(n)
X <- matrix(c(gam1, gam2), ncol = 2, byrow = FALSE) %*% matrix(c(theta.x1, theta.x2),
nrow = 2, byrow = TRUE) + mvtnorm::rmvnorm(n, mean = rep(0, p), sigma =
Sigmax, method = "svd")
Y <- matrix(c(gam1, gam2), ncol = 2, byrow = FALSE) %*% matrix(c(theta.y1, theta.y2),
nrow = 2, byrow = TRUE) + rnorm(n,0,sd=sigma.e)
ind.block.x <- seq(20, 380, 20)
model.gPLS <- sgPLS::gPLS(X, Y, ncomp = 2, mode = "regression", keepX = c(4, 4),
keepY = c(4, 4), ind.block.x = ind.block.x)
head(predict(model.gPLS, newdata = X)$variates)
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