sim.study: Simulation Study

In Kaiyuan-Carl-Duan/R-package-AutoLasso:

Description

This program returns a graphical summary that contains Biases of all coefficients, Proportion of correct selection, Biases of active variables, and Biases of zero coefficient; a numerical summary of percentage of times each variables selected, TPR&FPR of different methods, Distribution of number of selected variables, Comparison between methods of number of active variables found, Biases of active variables, Relative Bias of sigma2, summary of overall miss classification, Real time used (subtract start time from completed) of Lasso Method and Auto Lasso Method directly.

Usage

sim.study(n,N.sim,ratio,p.true,rho,cor.type,snr)

Arguments

n	Number of rows of generated data
N.sim	Times of simulation
ratio	Ratio is the proportion of the number of columns over that of the rows.
p.true	Number of active variables
rho	Correlation generate methods
cor.type	Different type of Sigma: Auto regressive, Compound symmetry
snr	Signal to noise ratio

Author(s)

Sujit K. Ghosh, Kaiyuan Duan, Guangjie Yu

References

A Fast Automatic Variable Selection Method for LinearRegression Model

Examples

sim.study(n=100,N.sim=100,ratio=0.5,p.true=5,rho=0,cor.type=1,snr=10)

Kaiyuan-Carl-Duan/R-package-AutoLasso documentation built on Dec. 18, 2021, 2:40 a.m.