Generates data for simulation with a low-rank subspace structure: variables are clustered and each cluster has a low-rank representation. Factors than span subspaces are not shared between clusters.
SNR: A numeric, signal to noise ratio measured as variance of the variable, element of a subspace, to the variance of noise.
K: An integer, number of subspaces.
numb.vars: An integer, number of variables in each subspace.
max.dim: An integer, if equal.dims is TRUE then max.dim is dimension of each subspace. If equal.dims is FALSE then subspaces dimensions are drawn from uniform distribution on [min.dim,max.dim].
min.dim: An integer, minimal dimension of subspace .
equal.dims: A boolean, if TRUE (value set by default) all clusters are of the same dimension.
Returns
A list consisting of: - X: matrix, generated data
signals: matrix, data without noise - dims: vector, dimensions of subspaces - factors: matrix, columns of which span subspaces