# multiplicative_noise¶

hyppo.tools.multiplicative_noise(n, p)

Multiplicative Noise simulation.

Multiplicative Noise $$(X, Y) \in \mathbb{R}^p \times \mathbb{R}^p$$: $$\U \sim \mathcal{N}(0, I_p)$$,

$\begin{split}X &\sim \mathcal{N}(0, I_p) \\ Y_{|d|} &= U_{|d|} X_{|d|}\ \mathrm{for}\ d = 1, ..., p\end{split}$
Parameters
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.