simulPU: simulated PU data

Description Usage Format

Description

A simulated data for the illustration. Covariates x_i are drawn from N(μ,I_{5x5}) or N(-μ,I_{5x5}) with probability 0.5. To make the first two variables active,μ = [μ_1,…,μ_2,0,0,0]^T, θ = [θ_0,…,θ_2,0,0,0]^T and we set μ_i=1.5, θ_i ~ Unif[0.5,1] Responses y_i is simulated via P_θ(y=1|x) = 1/exp(-θ^Tx). 1000 observations are sampled from the sub-population of positives(y=1) and labeled, and another 1000 observations are sampled from the original population and unlabeled.

Usage

1

Format

A list containing model matrix X, true response y, labeled/unlabeled response vector z, and a true positive probability truePY1.


PUlasso documentation built on May 2, 2019, 11:40 a.m.