sim2: Simulate data for the model. This is the second simulation...

In MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects

Simulate data for the model. This is the second simulation data used in the paper

Description

Simulate data for the model

Usage

sim2(p = 500, n = 100, m = 24, nz = 4, rho = 0.4, B.elem = 0.5)

Arguments

p	column for X which is the main effect
n	number of observations
m	number of responses
nz	number of modifiers
rho	values to be used in the covariance matrix when generating X
B.elem	the value of the non-zero elements in beta?

Value

The simulated data with the following components: Beta: matrix of actual beta coefficients p by m Theta: a m by p by K array of actual theta coefficients Y: a N by m matrix of response variables X: a N by p matrix of covariates Z: a N by K matrix of modifiers

MADMMplasso documentation built on April 3, 2025, 10:53 p.m.