generate_regression_data: Generate synthetic sparse regression data.

In amspector100/blipr: A Bayesian Linear Program for resolution-adaptive signal detection

Generate synthetic sparse regression data.

Description

Generate synthetic sparse regression data.

Usage

generate_regression_data(
  n = 100,
  p = 500,
  a = 5,
  b = 1,
  sparsity = 0.05,
  coeff_size = 1
)

Arguments

n	Number of data points
p	Dimensionality
a	Correlations are sampled as Beta(a,b) random variables.
b	Correlations are sampled as Beta(a,b) random variables.
sparsity	Proportion of nonzero coefficients.
coeff_size	Size of coefficients

amspector100/blipr documentation built on June 22, 2022, 2:43 a.m.