Rank Estimation

Last updated: 2016-10-21

Code version: ca245124807641fcd3935eb5b09ca25b37238756

sim_K = function(K, N, P, SF, SL, signal,noise){
  E = matrix(rnorm(N*P,0,noise),nrow=N)
  Y = E
  L_true = array(0, dim = c(N,K))
  F_true = array(0, dim = c(P,K))
  
  for(k in 1:K){
    lstart = rnorm(N, 0, signal)
    fstart = rnorm(P, 0, signal)
    
    index = sample(seq(1:N),(N*SL))
    lstart[index] = 0
    index = sample(seq(1:P),(P*SF))
    fstart[index] = 0
    
    L_true[,k] = lstart
    F_true[,k] = fstart
    
    Y = Y + lstart %*% t(fstart)
  }
  return(list(Y = Y, L_true = L_true, F_true = F_true, Error = E))
}

R version 3.2.4 (2016-03-10)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.12 (unknown)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] knitr_1.14

loaded via a namespace (and not attached):
 [1] magrittr_1.5    formatR_1.4     tools_3.2.4     htmltools_0.3.5
 [5] yaml_2.1.13     Rcpp_0.12.7     stringi_1.1.2   rmarkdown_1.0  
 [9] stringr_1.1.0   digest_0.6.10   evaluate_0.10