VBmix (version 0.3.2)

datagen:

Description

generates data from a random multivariate Gaussian, and adds redundant dimensions by random linear combinations with noise.

Usage

datagen(dreal = 2, deff = 6, npts = 200, noise = 0.1, genmean = rep(0, dreal),
genspan = 6, iso = FALSE)

Arguments

dreal

dimensionality of the multivariate Gaussian.

deff

dimensionality of the returned sample.

npts

number of elements to be sampled.

noise

noise magnitude for the linear combination.

genmean

mean of the multivariate Gaussian.

genspan

maximal magnitude of the diagonal elements in the covariance matrix. Non-diagonal elements are sampled under constraints of positive-definiteness.

iso

sample from an isotropic multivariate Gaussian (i.e. diagonal covariance matrix).

Value

matrix of sampled row-elements.

Examples

temp <- datagen()