mixtwo: Generate data with correlated and mixed-type predictors

In BartMixVs: Variable Selection Using Bayesian Additive Regression Trees

Generate data with correlated and mixed-type predictors

Description

Generate data including responses and predictors values, of which predictors are correlated and of mixed types.

Usage

mixtwo(n, sigma, binary)

Arguments

n	The number of observations.
sigma	The error variance.
binary	A boolean argument: binary = TRUE indicates that binary responses are generated and binary = FALSE indicates that continuous responses are generated.

Details

Sample the predictors x_1, ..., x_{20} from Bernoulli(0.2) independently, x_{21}, ..., x_{40} from Bernoulli(0.5) independently, and x_{41}, ..., x_{84} from a multivariate normal distribution with mean 0, variance 1 and correlation 0.3. If binary = FALSE, sample the continuous response y from Normal(f0(x), σ^2), where

f0(x) = -4 + x_1 + sin(π x_1*x_{44}) - x_{21} + 0.6x_{41}*x_{42} - exp[-2(x_{42}+1)^2] - x_{43}^2 + 0.5x_{44}.

If binary = TRUE, sample the binary response y from Bernoulli(Φ(f0(x))) where f0 is defined above and Φ is the cumulative density function of the standard normal distribution.

Value

Return a list with the following components.

X	An n by p data frame representing predictors values, with each row corresponding an observation.
Y	A vector of length n representing response values.
f0	A vector of length n representing the values of f0(x).
sigma	The error variance which is only returned when binary = FALSE.
prob	A vector of length n representing the values of Φ(f0(x)), which is only returned when binary = TRUE.

Author(s)

Chuji Luo: [e-mail] and Michael J. Daniels: [e-mail].

References

Luo, C. and Daniels, M. J. (2021) "Variable Selection Using Bayesian Additive Regression Trees." arXiv preprint arXiv:2112.13998.

Examples

data = mixtwo(100, 1, FALSE)

BartMixVs documentation built on May 5, 2022, 9:05 a.m.