The `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).

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This data frame contains the following columns:

- x
a matrix with 100 rows and 5000 columns

- y
class labels

- y_reg
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.

BugReport: http://code.google.com/p/gcdnet/

Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized
linear models via coordinate descent," *Journal of Statistical Software, 33, 1.*

http://www.jstatsoft.org/v33/i01/

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