Last data update: 2014.03.03

R: Simulation of Gaussian vector
simulationDataR Documentation

Simulation of Gaussian vector

Description

Simulate a Gaussian vector with 'p' independent components of length 'n'. Parameters of each component are uniformly random and are taken between -10 and 10, with (absolute) standard deviation equals mean.

Usage

simulationData(n, p, distrib = rnorm, colinearity = FALSE)

Arguments

n

number of observations to draw.

p

number of variables to draw.

distrib

distribution to use. Currently only Gaussian one is supported.

colinearity

not currently used.

Value

a matrix with 'n' observations and 'p' variables.

Author(s)

Saip Ciss saip.ciss@wanadoo.fr

Examples

X <- simulationData(100,10)
summary(X)

Results