Logarithmic simulation.
Logarithmic \((X, Y) \in \mathbb{R}^p \times \mathbb{R}^p\):
\(\epsilon \sim \mathcal{N}(0, I_p)\),
\[\begin{split}X &\sim \mathcal{N}(0, I_p) \\
Y_{|d|} &= 2 \log_2 (|X_{|d|}|) + 3 \kappa \epsilon_{|d|}
\ \mathrm{for}\ d = 1, ..., p\end{split}\]
- Parameters
n (int) -- The number of samples desired by the simulation (>= 5).
p (int) -- The number of dimensions desired by the simulation (>= 1).
noise (bool, default: False) -- Whether or not to include noise in the simulation.
- Returns
x,y (ndarray of float) -- Simulated data matrices. x` and ``y have shapes (n, p) and (n, p)
where n is the number of samples and p is the number of
dimensions.