Generate correlated synthetic data — generate_correlated

Well-separated clusters, each an arbitrarily oriented ellipsoid, plus a globally shared off-axis subspace that correlates the features. None of the structured variance lines up with the coordinate axes, and bridges between neighbouring clusters keep the blobs reachable for graph indices.

Usage

generate_correlated_data(
  n,
  dim,
  n_clusters = 25L,
  cor_strength = 0.5,
  seed = 42L
)

Arguments

n: Integer. Number of samples.
dim: Integer. Number of features.
n_clusters: Integer. Number of clusters.
cor_strength: Numeric. Share of the structured variance in the shared off-axis subspace, between 0 (all cluster-local) and 1 (all shared). 0.5 is the value behind the crate's benchmark tables.
seed: Integer. Random seed.

Value

A list with:

data - Numeric matrix, n x dim.
labels - Integer vector of 1-based cluster labels.

Examples

dat <- generate_correlated_data(1000L, 32L, n_clusters = 5L)