CorrelatedDesignMatrix: Create a design matrix of categorical variables with...

In CatReg: Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty

Description

Function for use in simulations. Created design matrix of categorical variables with correlated columns

Usage

CorrelatedDesignMatrix(n, cov_mat, c)

Arguments

n	Number of observations
cov_mat	p x p covariance matrix. Controls correlations of pairs of marginally U[0,1] random variables that are subsequently binned to assign categories for each variable
c	Number of categories within each variable

Value

A data frame of categorical (factor) variables.

Examples

# Generate matrix of marginal U[0,1] variables, 0.5 pairwise correlation, that are
# discretised into factor variables
cov_mat = 0.5 * diag(10) + 0.5 * matrix(1, 10, 10)
x = CorrelatedDesignMatrix(100, cov_mat, 8)

CatReg documentation built on June 14, 2021, 5:07 p.m.