genevar: generating predictors and response randomly using default...

In PengSU517/robcovsel: Robust variable selection based on covariance matrix

generating predictors and response randomly using default settings

Description

generating predictors and response randomly using default settings

Usage

genevar(
  n = 100,
  p = 20,
  e = 0.05,
  r = 0.5,
  intercept = 0,
  beta = c(1, 2, 1, 2, 1, rep(0, p - 5)),
  gamma = 10,
  errorsigma = 1
)

Arguments

n	sample size
p	dimension
e	contamination rate
r	correlation coefficent
beta	regression coefficients
gamma	magnitude of outliers

Value

x, the generated design matrix

y, the generated response vector

beta, the regression coefficients we use

PengSU517/robcovsel documentation built on Sept. 13, 2023, 1 a.m.