mgc.sims.ubern: Uncorrelated Bernoulli Simulation

Description Usage Arguments Value Details Author(s) Examples

View source: R/simulations.R

Description

A function for Generating an uncorrelated bernoulli simulation.

Usage

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mgc.sims.ubern(n, d, eps = 0.5, p = 0.5)

Arguments

n

the number of samples for the simulation.

d

the number of dimensions for the simulation setting.

eps

the noise level for the simulation. Defaults to 0.5.

p

the bernoulli probability.

Value

a list containing the following:

X

[n, d] the data matrix with n samples in d dimensions.

Y

[n] the response array.

Details

Given: w[i] = 1/i is a weight-vector that scales with the dimensionality. Simumlates n points from Wshape(X, Y) where:

U ~ B(p)

X ~ B(p)^d + eps*N(0, I_d)

Y = (2*U-1)w^T*X + 0.5*eps*N(0, 1)

For more details see the help vignette: vignette("sims", package = "mgc")

Author(s)

Eric Bridgeford

Examples

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library(mgc)
result  <- mgc.sims.ubern(n=100, d=10)  # simulate 100 samples in 10 dimensions
X <- result$X; Y <- result$Y

mgc documentation built on July 1, 2020, 7:09 p.m.