simulate_gofar

Simulated data with low-rank and sparse coefficient matrix.

datasets

Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.

Aditya Mishra

gofar

Generalized Co-Sparse Factor Regression

Kun Chen

simulate_gofar function

A list of variables for the analysis using GOFAR(S) and GOFAR(P):<dl class="dl-horizontal">
<dt>Y</dt><dd>Generated response matrix</dd>
<dt>X</dt><dd>Generated predictor matrix</dd>
<dt>U</dt><dd>specified value of U</dd>
<dt>V</dt><dd>specified value of V</dd>
<dt>D</dt><dd>specified value of D</dd>
<dt>n</dt><dd>sample size</dd>
<dt>Xsigma</dt><dd>covariance matrix used to generate predictors in X</dd>
<dt>C0</dt><dd>intercept value in the coefficient matrix</dd>
<dt>familygroup</dt><dd>index set of the type of multivariate outcomes: "1" for Gaussian, "2" for Bernoulli, "3" for Poisson outcomes</dd>
Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics &amp; Data Analysis 157 (2021): 107127</dl>

Format

Simulated data for GOFAR — simulate_gofar

A list of variables for the analysis using GOFAR(S) and GOFAR(P):<dl class='dl-horizontal'>
<dt>Y</dt><dd>Generated response matrix</dd>
<dt>X</dt><dd>Generated predictor matrix</dd>
<dt>U</dt><dd>specified value of U</dd>
<dt>V</dt><dd>specified value of V</dd>
<dt>D</dt><dd>specified value of D</dd>
<dt>n</dt><dd>sample size</dd>
<dt>Xsigma</dt><dd>covariance matrix used to generate predictors in X</dd>
<dt>C0</dt><dd>intercept value in the coefficient matrix</dd>
<dt>familygroup</dt><dd>index set of the type of multivariate outcomes: "1" for Gaussian, "2" for Bernoulli, "3" for Poisson outcomes</dd>
Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics &amp; Data Analysis 157 (2021): 107127</dl>

simulate_gofar: Simulated data for GOFAR

Description

Usage

Arguments

Format