n <- 2500
v <- 5
peou = pmax(t(t(rep.int(-v, n))), pmin(t(t(log(log(rchisq(n, 5, 1))+v))), t(t(rep.int(v, n)))))
peou1 <- peou * 1.1 + rnorm(n, 0, 0.05)
peou2 <- peou * 0.9 + rnorm(n, 0, 0.05)
peou3 <- peou * 0.75 + rnorm(n, 0, 0.05)
#pu <- peou + pmax(t(t(rep.int(-v, n))), pmin(t(t(rt(n, 1, -1))), t(t(rep.int(v, n)))))
pu <- peou + rnorm(n, 0, .02)
pu1 <- pu * 1.0 + rnorm(n, 0, 0.05)
pu2 <- pu * 0.9 + rnorm(n, 0, 0.05)
pu3 <- pu * 1.1 + rnorm(n, 0, 0.05)
my.data <- data.frame(cbind(peou1, peou2, peou3, pu1, pu2, pu3))
names(my.data)=c('peou1', 'peou2', 'peou3', 'pu1', 'pu2', 'pu3')
write.csv(my.data, 'dataset15.csv', row.names=F)
