simdata.toeplitz.corr: Simulate toeplitz correlated data

Description Usage Arguments

Description

This function simulates toeplitz correlated data.

Usage

1
simdata.toeplitz.corr(n, p, beta, sigma.normal, corr = 0)

Arguments

n

number of observations

p

number of variables

beta

true coefficient vector (of size p)

sigma.normal

epsilon

corr

base correlation


chstaerk/SubBoost documentation built on Dec. 19, 2021, 4:06 p.m.