Description Usage Arguments Value

Generate design matrix and response following linear models
*y = X β + ε*, where
*ε ~ N(0, σ^2)*, and *X ~ N(0, Σ)*.

1 | ```
make_sparse_model(n, p, alpha, rho, snr, nsim)
``` |

`n` |
the sample size |

`p` |
the number of features |

`alpha` |
sparsity, i.e., |

`rho` |
pairwise correlation among features |

`snr` |
signal to noise ratio, defined as |

`nsim` |
the number of simulations |

A list object containing:

`x`

:The

`n`

by`p`

design matrix`y`

:The

`n`

by`nsim`

matrix of response vector, each column representing one replication of the simulation`beta`

:The true regression coefficient vector

`sigma`

:The true error standard deviation

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.