Fast generation of (primitive) synthetic multivariate normal data.
methods
dataGen(obj,...)
Arguments
obj: an sdcMicroObj-class-object or a data.frame
...: see possible arguments below
n:: amount of observations for the generated data, defaults to 200
use:: howto compute covariances in case of missing values, see also argument use in cov. The default choice is 'everything', other possible choices are 'all.obs', 'complete.obs', 'na.or.complete' or 'pairwise.complete.obs'.
Returns
the generated synthetic data.
Details
Uses the cholesky decomposition to generate synthetic data with approx. the same means and covariances. For details see at the reference.
Note
With this method only multivariate normal distributed data with approxiomately the same covariance as the original data can be generated without reflecting the distribution of real complex data, which are, in general, not follows a multivariate normal distribution.
Examples
data(mtcars)cov(mtcars[,4:6])cov(dataGen(mtcars[,4:6]))pairs(mtcars[,4:6])pairs(dataGen(mtcars[,4:6]))## for objects of class sdcMicro:data(testdata2)sdc <- createSdcObj(testdata2, keyVars=c('urbrur','roof','walls','water','electcon','relat','sex'), numVars=c('expend','income','savings'), w='sampling_weight')sdc <- dataGen(sdc)
References
Mateo-Sanz, Martinez-Balleste, Domingo-Ferrer. Fast Generation of Accurate Synthetic Microdata. International Workshop on Privacy in Statistical Databases PSD 2004: Privacy in Statistical Databases, pp 298-306.