rmreg function

Generate data from a mixture of regression model

rmreg returns an X matrix, a y vector and the cluster labels generated randomly with a Mixture of regression model.

rmreg(
  N,
  pi,
  A,
  sigma,
  X = cbind(rep(1, N), matrix(stats::rnorm(N * (ncol(A) - 1)), N, ncol(A) - 1))
)

Arguments

• N: A numeric value the size of the graph to generate
• pi: A numeric vector of length K with clusters proportions (must sum up to 1)
• A: A numeric matrix of dim K x d with the regression coefficient
• sigma: A numeric of length 1 with the target conditional variance
• X: A matrix of covariate

Returns

A list with fields:

• X: the covariate matrix
• y: the target feature
• K: number of generated clusters
• N: sample size
• cl: vector of clusters labels
• pi: clusters proportions
• A: regression coefficients used in the simulation
• sigma: conditional variance

Details

It takes the sample size, cluster proportions and regression parameters matrix and variance as input accordingly