From 60cfc1ca0d2445b019f79ed92ed760377702e349 Mon Sep 17 00:00:00 2001 From: Chris Sobczak Date: Fri, 10 Jul 2026 16:22:46 -0700 Subject: Start R package for the RSC simulation and analysis --- man/simulate_data.Rd | 44 ++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 44 insertions(+) create mode 100644 man/simulate_data.Rd (limited to 'man/simulate_data.Rd') diff --git a/man/simulate_data.Rd b/man/simulate_data.Rd new file mode 100644 index 0000000..b362518 --- /dev/null +++ b/man/simulate_data.Rd @@ -0,0 +1,44 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/simulate_data.R +\name{simulate_data} +\alias{simulate_data} +\title{Simulate Multivariate Normal Data} +\usage{ +simulate_data( + n, + p, + rho = 0.8, + contamination = 0, + block_fraction = 0.5, + t_df = Inf, + exact_contamination = FALSE +) +} +\arguments{ +\item{n}{Number of observations to generate.} + +\item{p}{Number of features to simulate.} + +\item{rho}{The AR(1) decay parameter (default 0.8). Setting rho = 0 uses the identity matrix as the true covariance (0 <= rho < 1).} + +\item{contamination}{The proportions of rows to contaminate as outlier observations (default 0, 0 <= contamination <= 1).} + +\item{block_fraction}{The fraction of the covariance matrix to form as AR(1) structure (default 0.5, 0 < block_fraction <= 1).} + +\item{t_df}{The degrees of freedom to use for scaling observations into heavy tails (default Inf, 0 <= t_df < 2).} +} +\value{ +A list with X, S and a vector identifying the contaminated rows. +} +\description{ +Given a set of parameters controlling the properties +of the true covariance matrix, simulate data +with the intention of evaluating the performance +of covariance or correlation matrix estimators. +} +\examples{ +X_obj <- generate_data(n = 10, p = 10) +X <- X_obj$X +S_true <- X_obj$S + +} -- cgit v1.2.3