library(jeksterslabRdata)

Documentation

See mvnramsigma2() for more details.

Examples

Specify mu

Single Random Data Set

Set matrices.

mu <- c(100, 100, 100)
A <- matrix(
  data = c(0, sqrt(0.26), 0, 0, 0, sqrt(0.26), 0, 0, 0),
  ncol = 3
)
sigma2 <- c(225, 225, 225)
F <- I <- diag(3)

Run the function.

X <- mvnramsigma2(n = 100, mu = mu, A = A, sigma2 = sigma2, F = F, I = I)

Explore the output.

str(X)
#>  num [1:100, 1:3] 106.5 121.7 77.7 109.7 100.8 ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : NULL
#>   ..$ : NULL
pairs(X)

colMeans(X)
#> [1] 102.2919 102.7579 101.5572
cov(X)
#>           [,1]      [,2]      [,3]
#> [1,] 221.46314  70.33215  82.06658
#> [2,]  70.33215 164.47666 116.79141
#> [3,]  82.06658 116.79141 243.58634
cor(X)
#>           [,1]      [,2]      [,3]
#> [1,] 1.0000000 0.3685115 0.3533370
#> [2,] 0.3685115 1.0000000 0.5834885
#> [3,] 0.3533370 0.5834885 1.0000000

Multiple Random Data Sets

Run the function.

Xstar <- mvnramsigma2(n = 100, mu = mu, A = A, sigma2 = sigma2, F = F, I = I, R = 100)

Explore the output.

str(Xstar, list.len = 6)
#> List of 100
#>  $ : num [1:100, 1:3] 92 89.6 96.5 79 124.4 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 87.9 97.8 120.2 80.8 101.8 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 85.2 87.4 102.6 116.4 126.6 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 138.7 94.9 103.8 91.3 100 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 112 132 112 111 112 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 113.8 92.4 99.6 106.7 119.7 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   [list output truncated]

Specify M

Single Random Data Set

Set matrices.

M <- c(100, 50, 50)
A <- matrix(
  data = c(0, sqrt(0.26), 0, 0, 0, sqrt(0.26), 0, 0, 0),
  ncol = 3
)
sigma2 <- c(225, 225, 225)
F <- I <- diag(3)

Run the function.

X <- mvnramsigma2(n = 100, M = M, A = A, sigma2 = sigma2, F = F, I = I)
#> mu = NULL. mu is computed using M.

Explore the output.

str(X)
#>  num [1:100, 1:3] 102 77.1 73.2 96.2 81 ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : NULL
#>   ..$ : NULL
pairs(X)

colMeans(X)
#> [1]  98.40955  97.69624 100.29360
cov(X)
#>          [,1]     [,2]     [,3]
#> [1,] 228.4191 126.3878  94.0959
#> [2,] 126.3878 204.7970 125.3846
#> [3,]  94.0959 125.3846 220.9970
cor(X)
#>           [,1]      [,2]      [,3]
#> [1,] 1.0000000 0.5843555 0.4188045
#> [2,] 0.5843555 1.0000000 0.5893715
#> [3,] 0.4188045 0.5893715 1.0000000

Multiple Random Data Sets

Run the function.

Xstar <- mvnramsigma2(n = 100, M = M, A = A, sigma2 = sigma2, F = F, I = I, R = 100)
#> mu = NULL. mu is computed using M.

Explore the output.

str(Xstar, list.len = 6)
#> List of 100
#>  $ : num [1:100, 1:3] 102.2 100.4 68.3 90 110.4 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 117.7 96.9 100.7 105.8 96.5 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 126.4 116.3 75.8 116.6 98.5 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 90.6 82.4 81.5 65.8 96.5 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 99.8 115.4 95 113.6 103.3 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] 93.6 85.7 90.6 124.1 72.6 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   [list output truncated]

Specify mu = NULL and M = NULL

Single Random Data Set

Set matrices.

A <- matrix(
  data = c(0, sqrt(0.26), 0, 0, 0, sqrt(0.26), 0, 0, 0),
  ncol = 3
)
sigma2 <- c(225, 225, 225)
F <- I <- diag(3)

Run the function.

X <- mvnramsigma2(n = 100, A = A, sigma2 = sigma2, F = F, I = I)
#> mu = NULL and M = NULL. mu is set to a vector of zeroes of length 3.

Explore the output.

str(X)
#>  num [1:100, 1:3] -1.48 27.37 -6.1 2.75 4.18 ...
#>  - attr(*, "dimnames")=List of 2
#>   ..$ : NULL
#>   ..$ : NULL
pairs(X)

colMeans(X)
#> [1]  1.7117198 -0.1267246  0.3042776
cov(X)
#>           [,1]      [,2]      [,3]
#> [1,] 189.85062  73.10577  54.25694
#> [2,]  73.10577 194.12860  82.50376
#> [3,]  54.25694  82.50376 214.78444
cor(X)
#>           [,1]      [,2]      [,3]
#> [1,] 1.0000000 0.3808035 0.2686878
#> [2,] 0.3808035 1.0000000 0.4040430
#> [3,] 0.2686878 0.4040430 1.0000000

Multiple Random Data Sets

Run the function.

Xstar <- mvnramsigma2(n = 100, A = A, sigma2 = sigma2, F = F, I = I, R = 100)
#> mu = NULL and M = NULL. mu is set to a vector of zeroes of length 3.

Explore the output.

str(Xstar, list.len = 6)
#> List of 100
#>  $ : num [1:100, 1:3] 3.65 -21.73 -7.37 3.96 30.68 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] -6.18 3.03 12.13 1.04 3.44 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] -18.07 -0.99 20.89 34.74 16.06 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] -1.74 8.33 4.52 6.34 13.42 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] -12.31 -6.17 10.89 9.31 -11.42 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>  $ : num [1:100, 1:3] -18.47 -19.04 18.3 -5.91 30.55 ...
#>   ..- attr(*, "dimnames")=List of 2
#>   .. ..$ : NULL
#>   .. ..$ : NULL
#>   [list output truncated]