runRepExperiment: Run synthetic experiments for comparing the performance of...

In JieGroup/bc: Model Selection with Bridge Criterion

Description

This function generates synthetic data and run BCVO, LASSO, or others, and summarize its performance from several replications.

Usage

runRepExperiment(genData, n, p, nRep, ratio, weight_method, fixedBeta)

Arguments

genData	Function to generate synthetic training and testing data
n	Integer value of sample size
p	Integer number of variables
nRep	Integer number (>1) of replications in the experiment
ratio	Fraction (0 to 1) of the data used to generate solution paths
weight_method	String ('simple' or 'ARM') of method to use in weighting subsets
fixedBeta	Boolean indicator of whether to use fixed design in test

Value

Printout of means and standard errors of prediction loss, number of overfitted variables, and number of underfitted variables

JieGroup/bc documentation built on June 1, 2019, 12:48 p.m.