bolassoreg.DataGenerator <- function(dataConf){
if(!is.null(dataConf$seed))
set.seed(dataConf$seed)
n <- dataConf$n
p <- dataConf$p
r <- dataConf$r
#truemodel <- dataConf$truemodel
mu <- dataConf$mu
w <- sample(c(1,-1), r, replace = T) * runif(r, 1/3, 1)
w <- c(w, rep(0, p-r))
G <- mvrnorm(p, rep(0,p), diag(p))
Q <- G %*% t(G)
corr <- t(scale(Q)/sqrt(p-1)) %*% (scale(Q)/sqrt(p-1))
x <- mvrnorm(n, rep(mu,p), corr)
sigma <- sqrt(mean((x %*% w)^2))
y <- x %*% w + rnorm(n,0, 0.1*sigma)
return(data.frame(x=x,y=y))
}
bolassoreg.Prepackages <- c("MASS")
bolassoreg.validation <- function(dataConf) {
if( is.null(dataConf$n) ) return(FALSE) # 1000
if( is.null(dataConf$p) ) return(FALSE) # 16
if( is.null(dataConf$r) ) return(FALSE) # 8
if( is.null(dataConf$mu) ) return(FALSE) # 0
#if( is.null(dataConf$truemodel) ) return(FALSE)
return(TRUE)
}
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