dataGen {sdcMicro} | R Documentation |
Fast generation of synthetic data.
dataGen(x, n = 200)
x |
data.frame or matix |
n |
amount of observations for the generated data |
Uses the cholesky decomposition to generate synthetic data. For details see at the reference.
the generated synthetic data.
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.
Matthias Templ
Have a look at http://vneumann.etse.urv.es/publications/sci/lncs3050FastGen.pdf
data(mtcars) cov(mtcars[,4:6]) cov(dataGen(mtcars[,4:6])) pairs(mtcars[,4:6]) pairs(dataGen(mtcars[,4:6]))