makedata: Generate data following high-dimensional linear model.

In hychen-uic/TEV: Total Explained Variation

Generate data following high-dimensional linear model.

Description

This function generates data following a linear model where covariates follow an auto regressive model.

Usage

makedata(n, p, beta, xsig, errsig, powx, powy, k, a = rep(0.5, k))

Arguments

n	sample size
p	number of covariates
beta	regression coefficients
xsig	standard deviation of x variables
errsig	residual standard deviation
powx	power for x variable transformation
powy	power of y variable transformation
k	the length of dependence in the auto-regression
a	autoregressive coefficients of length k

Value

x covariates. y outcome variable

hychen-uic/TEV documentation built on Jan. 24, 2025, 9:14 p.m.