FHT: FHT data introduced in Friedman et al. (2010).

In emeryyi/rome: Robust Mean Estimation

Description

The FHT data set has n = 50 observations and p = 100 predictors. The covariance between predictors Xj and Xj' has the same correlation 0.5. See details in Friedman et al. (2010).

Usage

data(FHT)

Format

This data frame contains the following columns:

x

a matrix with 100 rows and 5000 columns

y

class labels

y_reg

response variable for regression

References

Yang, Y. and Zou, H. (2012), "An Efficient Algorithm for Computing The HHSVM and Its Generalizations," Journal of Computational and Graphical Statistics, 22, 396-415.
BugReport: https://github.com/emeryyi/fastcox.git

Friedman, J., Hastie, T., and Tibshirani, R. (2010), "Regularization paths for generalized linear models via coordinate descent," Journal of Statistical Software, 33, 1.
http://www.jstatsoft.org/v33/i01/

Examples

data(FHT)

emeryyi/rome documentation built on May 6, 2019, 9:53 a.m.