View source: R/HD_regression.R
simu.change.regression | R Documentation |
Simulate a sparse regression model with change points in coefficients under temporal dependence.
simu.change.regression( d0, cpt_true, p, n, sigma, kappa, cov_type = "I", mod_X = "IID", mod_e = "IID" )
d0 |
A |
cpt_true |
An |
p |
An |
n |
An |
sigma |
A |
kappa |
A |
cov_type |
A |
mod_X |
A |
mod_e |
A |
A list
with the following structure:
cpt_true |
A vector of true changepoints (sorted in strictly increasing order). |
X |
An n-by-p design matrix. |
y |
An n-dim vector of response variable. |
betafullmat |
A p-by-n matrix of coefficients. |
Daren Wang, Zifeng Zhao & Haotian Xu
Rinaldo, Wang, Wen, Willett and Yu (2020) <arxiv:2010.10410>; Xu, Wang, Zhao and Yu (2022) <arXiv:2207.12453>.
d0 = 10 p = 30 n = 100 cpt_true = c(10, 30, 40, 70, 90) data = simu.change.regression(d0, cpt_true, p, n, sigma = 1, kappa = 9)
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