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"
)similated model and data
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
She, Y. and Chen, K. (2017) Robust reduced-rank regression. Biometrika, 104 (3), 633--647.