SimExample <-
function(n=100, p, model, rho){
if(missing(model)){
print("ERROR: no model specified.")
return();
}else if(toupper(model)=="WPD2"){
#number of variables
if(missing(p)) p <- 57
if(p<14){
print("ERROR: p ge 14 is required for model WPD2.")
return();
}
n_true <- 14
n_noise <- p - n_true
if(n<p) print("warnings: n < p")
#covariance struction for data
if(missing(rho)) rho = 0.7
S <- diag(15)
for(k in 1:8){
for(l in 1:8){
S[k,l] <- S[l,k] <- rho^(k+l-2)
}
S[k,k] <- 1
}
true <- 1:15
beta <- rep(0,p)
beta[true] <- rep(0.1,dim(S)[1])
#generate data
C <- chol(S)
U <-matrix(rnorm(n*(n_true+1)),n,n_true+1) %*% C
y <- rnorm(n, U%*%beta[true],1)
X <- as.matrix(U[,1],n,1)
U <- as.matrix(cbind(U[,-1],matrix(rnorm(n_noise*n),n,n_noise)))
return(list(y=y,X=X,U=U,p=p,beta=beta, rho=rho, model=model))
}else if(toupper(model)=="BR1"){
if(missing(p)) p <- 50
if(p<40){
print("ERROR: p ge 40 is required for model BR1.")
return();
}
n_true <- 10
n_noise <- p - n_true
if(n<p) print("warnings: n < p")
#covariance struction for data
if(missing(rho)) rho = 0.5
S <- diag(p)
for(k in 1:p){
for(l in 1:p){
S[k,l] <- S[l,k] <- rho^abs(k-l)
}
S[k,k] <- 1
}
true <- c(11:15,36:40)
beta <- rep(0,p)
beta[true] <- runif(length(true))*5
#generate data
C <- chol(S)
X <- matrix(rnorm(n*p),n,p) %*% C
y <- rnorm(n, X[,true]%*%beta[true],1)
return(list(y=y,X=X,p=p,beta=beta, rho=rho, model=model))
}else if(toupper(model)=="BR2"){
if(missing(p)) p <- 50
if(p<40){
print("ERROR: p ge 3 is required for model BR2.")
return();
}
n_true <- 3
n_noise <- p - n_true
if(n<p) print("warnings: n < p")
#covariance struction for data
S <- rwish(p,diag(p))
true <- c(1:3)
beta <- rep(0,p)
beta[true] <- runif(length(true))
#generate data
C <- chol(S)
X <- matrix(rnorm(n*p),n,p) %*% C
y <- rnorm(n, X[,true]%*%beta[true],1)
return(list(y=y,X=X,p=p,beta=beta, model=model))
}
}
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