rdasim1: Generate simulated data for Ridge Redundancy Analysis (RDA).
Description
The function generates simulated data for Ridge Redundancy Analysis (RDA). It creates two data matrices, X and Y, based on a set of shared latent variables H. The function adds noise to the data and returns a list containing the matrices X, Y, the latent variables H, and the regression coefficients theta.y used for generating Y.
Usage
rdasim1(n, p, q, k, s2n = c(5, 5))
Value
A list containing matrices X, Y, H, and theta.y.
Arguments
n
The number of samples.
p
The number of variables of X.
q
The number of variables of Y.
k
The number of latent variables.
s2n
The numeric parameters of signal to noise ratio for X and Y, default value is c(1,1).