mhtboot (version 1.3.3)

datgen: datgen

Description

Function to generate data from multivariate normal with different mean.

Usage

datgen(n, m, m0, sigeff, Sigma)

Arguments

n

number of samples

m

number of cords

m0

number of non sparse elements

sigeff

magnitude of signal

Sigma

Covariance matrix

Value

X data matrix of size nxm

Details

This function generates data from multivariate normal distribution with given covariance matrix. The mean values are either zero or constant sigeff, randomly permuted among the coordinates.

Examples

## Not run: 
# n = 50;m = 250;m0 = 20;
# sigeff = 1;
# Sigma <- 0.25*diag(m)
# X <- datgen(n,m,m0,sigeff,Sigma = Sigma)
# ## End(Not run)