16 lines
512 B
Matlab
Executable File
16 lines
512 B
Matlab
Executable File
function [X, t] = linRnd(d, n)
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% Generate data from a linear model p(t|w,x)=G(w'x+w0,sigma), sigma=sqrt(1/beta)
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% where w and w0 are generated from Gauss(0,1), beta is generated from
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% Gamma(1,1), X is generated form [0,1].
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% Input:
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% d: dimension of data
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% n: number of data
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% Output:
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% X: d x n data matrix
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% t: 1 x n response variable
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% Written by Mo Chen (sth4nth@gmail.com).
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beta = randg; % need statistcs toolbox
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X = rand(d,n);
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w = randn(d,1);
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w0 = randn(1,1);
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t = w'*X+w0+randn(1,n)/sqrt(beta); |