makeExampleDataWithUnequalGroups: Simulate example data from the graper model with groups of...

In graper: Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes

Description

Simulate data from the graper model with groups of unequal size and pre-specified parameters gamma, pi and tau.

Usage

makeExampleDataWithUnequalGroups(n = 100, pg = c(100, 100, 10, 10),
  gammas = c(0.1, 10, 0.1, 10), pis = c(0.5, 0.5, 0.5, 0.5), tau = 1,
  rho = 0, response = "gaussian", intercept = 0)

Arguments

n	number of samples
pg	vector of length g (desired number of groups) with number of features per group
gammas	vector of length g, specifying the slab precision of the prior on beta per group
pis	vector of length g, specifying the probability of s to be 1 (slab)
tau	noise precision (only relevant for gaussian response)
rho	correlation of design matrix (Toeplitz structure)
response	"gaussian" for continuous response from a linear regression model, "bernoulli" for a binary response from a logistic regression model.
intercept	model intercept (default: 0)

Value

list containin the design matrix X, the response y, the feature annotation to groups annot as well as the different parameters in the Bayesian model and the correlation strength rho

Examples

dat <- makeExampleDataWithUnequalGroups()

graper documentation built on Nov. 8, 2020, 5:45 p.m.