TFM {TFM} | R Documentation |
The TFM function is to generate Truncated factor model data.
Description
The TFM function generates truncated factor model data supporting various distribution types for related analyses using multiple methods.
Usage
TFM(n, mu, sigma, lower, upper, distribution_type)
Arguments
n |
Total number of observations. |
mu |
The mean of the distribution. |
sigma |
The parameter of the distribution. |
lower |
The lower bound of the interval. |
upper |
The upper bound of the interval. |
distribution_type |
String specifying the distribution type to use. |
Value
A list containing:
X |
A matrix of generated truncated factor model data based on the specified distribution type. Each row corresponds to an observation, and each column corresponds to a variable. |
Examples
library(relliptical)
set.seed(123)
mu <- c(0, 1)
n <- 100
sigma <- matrix(c(1, 0.70, 0.70, 3), 2, 2)
lower <- c(-2, -3)
upper <- c(3, 3)
distribution_type <- "truncated_normal"
X <- TFM(n, mu, sigma, lower, upper, distribution_type)
[Package TFM version 0.5.2 Index]