FHT data set has n = 50 observations and p = 100 predictors. The covariance between predictors Xj and Xj' has the same correlation 0.5. See details in Friedman et al. (2010).
This data frame contains the following columns:
a matrix with 100 rows and 5000 columns
response variable for regression
Yang, Y. and Zou, H. (2012), "An Efficient Algorithm for Computing The HHSVM and Its Generalizations," Journal of Computational and Graphical Statistics, 22, 396-415.
Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized
linear models via coordinate descent," Journal of Statistical Software, 33, 1.