Description Usage Arguments Value
This is a function built for doing data generation and variable selection using functional lars with different settings and data with different correlation structures.
1 2 3 4 5 |
seed |
Set the seed for random numbers. |
nsamples |
Sample size of the data to generate. |
nTrain |
Sample size of the training data. |
var_type |
Two choices of the variable types. See details for more information. |
cor_type |
Correlation structures. See details for more information. |
VarThreshold0 |
Threshold for removing variables based on variation explained. See |
SignThreshold0 |
Same as |
lasso |
Use lasso modification or not. In other words, can variables selected in the former iterations be removed in the later iterations. |
check |
Type of lasso check. 1 means variance check, 2 means sign check. |
uncorr |
If the variables are uncorrelated or not. See details for more information. |
nVar |
Number of variables to generate. |
Discrete_Norm_ID |
Which discrete method and which norm to use. 1 to 12. |
NoRaw_max |
Number of variables to select when not using RDP discretising method. |
raw_max |
Number of variables to select when using RDP discretising method. |
hyper |
Hyper parameters used in the Gaussian process. GP is used for building the covariance structure of the functional variables. |
RealX |
Real data input X. |
RealY |
Real data input Y. |
dataL |
Real input data list rather than generate in the function. It should has the same structure as that generated. |
nCor |
Number of cores to use. |
control |
List of control items. See |
A list of results using different normalization methods and different representation methods for the functional coefficients.
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