Generate simulated data from a Gaussian factor model.
generate_continuous_data(n = 100, p = 50, q = 3, noise_sd = 1)A named list with components:
Numeric matrix (n x p). Generated observed data.
Integer. True number of factors used in simulation.
Numeric matrix (n x (q+1)). True latent factor scores with intercept.
Numeric matrix (p x (q+1)). True factor loadings.
Integer. Number of observations.
Integer. Number of variables.
Integer. True number of latent factors.
Numeric. Standard deviation of Gaussian noise.