SIMULATIONS

To perform all simulations from the simulation study proposed in Verbanck et al., execute the script 'SIMULATIONS.R' which depends of the scripts 'dataSIMULATION.R', 'rPCA.R', 'SURE.R' and 'SIMULATIONstudy.R and need the package 'mvtnorm'.

To perform all simulations from the simulation study proposed by Candès et al and used in Verbanck et al., execute the script 'SIMULATIONS.candes.R' which depends of the scripts 'dataSIMULATION.candes.R', 'rPCA.R', 'SURE.R' and 'SIMULATIONstudy.candes.R' and need the package 'mvtnorm'.