bips-hb/simsham: Normally distributed data simulator with specific correlations structures

Simulator used for the comparison study of best subset selection against forward step-wise, the LASSO and the elastic net. Allows for simulating simple normally distributed. The correlation structure can be specified with simple-to-add functions.

Getting started

Package details

AuthorLouis Dijkstra
MaintainerLouis Dijkstra <dijkstra@leibniz-bips.de>
LicenseGLP3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("bips-hb/simsham")
bips-hb/simsham documentation built on Dec. 19, 2021, 9:48 a.m.