dataGen {sdcMicro}R Documentation

Fast generation of synthetic data

Description

Fast generation of synthetic data.

Usage

dataGen(x, n = 200)

Arguments

x data.frame or matix
n amount of observations for the generated data

Details

Uses the cholesky decomposition to generate synthetic data. For details see at the reference.

Value

the generated synthetic data.

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.

Author(s)

Matthias Templ

References

Have a look at http://vneumann.etse.urv.es/publications/sci/lncs3050FastGen.pdf

Examples

data(mtcars)
cov(mtcars[,4:6])
cov(dataGen(mtcars[,4:6]))
pairs(mtcars[,4:6])
pairs(dataGen(mtcars[,4:6]))

[Package sdcMicro version 2.5.8 Index]