Generate data from a mean-shifted reduced-rank regression model
rrr.sim5(
n = 40,
p = 100,
q = 50,
nrank = 5,
rx = 10,
s2n = 1,
rho_X = 0,
rho_E = 0,
nout = 10,
vout = NULL,
voutsd = 2,
nlev = 10,
vlev = 10,
vlevsd = NULL,
SigmaX = "CorrCS",
SigmaE = "CorrCS"
)sample size
number of predictors
numbers of responses
model rank
rank of the design matrix
signal to noise ratio
correlation parameter for predictors
correlation parameter for errors
number of outliers; should be smaller than n
control mean-shifted value of outliers
control mean-shifted magnitude of outliers
number of high-leverage outliers
control value of leverage
control magnitude of leverage
correlation structure of predictors
correlation structure of errors
similated model and data
She, Y. and Chen, K. (2017) Robust reduced-rank regression. Biometrika, 104 (3), 633--647.