create_dgp: Create a new 'DGP' (data-generating process)

In Yu-Group/simChef: Intensive Computational Experiments Made Easy

Create a new DGP (data-generating process)

Description

Create a DGP which can generate() data in an Experiment.

Usage

create_dgp(.dgp_fun, .name = NULL, ...)

Arguments

.dgp_fun	The user-defined data-generating process function.
.name	(Optional) An optional name for the DGP, helpful for later identification.
...	User-defined default arguments to pass to .dgp_fun() when DGP$generate() is called.

Value

A new DGP object.

Examples

# create an example DGP function
dgp_fun <- function(n, beta, rho, sigma) {
  cov_mat <- matrix(c(1, rho, rho, 1), byrow = TRUE, nrow = 2, ncol = 2)
  X <- MASS::mvrnorm(n = n, mu = rep(0, 2), Sigma = cov_mat)
  y <- X %*% beta + rnorm(n, sd = sigma)
  return(list(X = X, y = y))
}

# create DGP (with uncorrelated features)
dgp <- create_dgp(.dgp_fun = dgp_fun,
                  .name = "Linear Gaussian DGP",
                  # additional named parameters to pass to dgp_fun() by default
                  n = 50, beta = c(1, 0), rho = 0, sigma = 1)

print(dgp)

data_uncorr <- dgp$generate()
cor(data_uncorr$X)

data_corr <- dgp$generate(rho = 0.7)
cor(data_corr$X)

Yu-Group/simChef documentation built on Feb. 8, 2025, 1:12 p.m.