simsham: Simulate normally distributed dataset

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

Description

Returns a normally distributed dataset with a correlation matrix that is given by the function corr_matrix and the non-zero coefficients as given by the function beta_type

Usage

simsham(
  n = 10,
  p = 20,
  s = 5,
  corrmat = corrmat_identity(p),
  beta = beta_first_s_covariates(p, s),
  snr = 1
)

Arguments

n	number of observations
p	number of parameters
s	number of non-zero coefficients
snr	signal-to-noise ratio
corr_matrix	function that returns the correlation matrix
beta_type	function that returns the beta coefficient vector

Value

A list with X, y

bips-hb/simsham documentation built on Dec. 19, 2021, 9:48 a.m.