gemmr.generative_model.generate_data

gemmr.generative_model.generate_data(Sigma, px, n, random_state=42, split=True)

Generate synthetic data for a given model.

The assumed model is a multivariate normal distribution with covariance matrix Sigma. n samples are drawn and from this distribution and returned.

Parameters:

  • Sigma (np.ndarray (total number of features in X and Y, total number) – of features in X and Y) joint covariance matrix of model

  • px (int) – number of features in dataset X (number of features in Y is inferred from size of Sigma

  • n (int) – number of samples to return

  • random_state (None, int or random number generator instance) – used to generate random numbers

Returns:

  • X (np.ndarray (n_samples, n_features)) – dataset X

  • Y (np.ndarray (n_samples, n_features)) – dataset Y