R/gendata.R

In gamsel: Fit Regularization Path for Generalized Additive Models

gendata <- function(n,p,k.lin,k.nonlin,deg,sigma){
  alpha0 <- 0.05
  alpha <- c(matrix(10 + 3*rnorm(k.lin), ncol=1), rep(0,p-k.lin))
  beta <- matrix(c(rep(0,k.lin*deg),10*rnorm(deg*k.nonlin), rep(0,deg*(p-k.nonlin-k.lin))),nrow=deg*p, ncol=1)
  X = scale(matrix(rnorm(n*p), n, p))
  U <- NULL
  for(j in 1:p) {
    Uj <- matrix(poly(X[,j],deg), ncol=deg)
    U <- cbind(U, Uj)
    X[,j] <- Uj[,1]
  }
  truef = alpha0 + X%*%alpha + U%*%beta
  y <- truef + sigma*rnorm(n)
  probs <- 1/(1 + exp(-truef))
  yb <- rbinom(n,1,probs)
  list(X=X,y=y,yb=yb)
}