generateDesign: Generate Response and Design Matrix

In jolars/LookAheadScreening: Safe Look-Ahead Screening for the Lasso

Description

Generate Response and Design Matrix

Usage

generateDesign(
  n,
  p,
  density = 1,
  rho = 0,
  s = 5,
  rho_type = c("constant", "auto"),
  beta_type = 1,
  snr = 2
)

Arguments

n	Number of observations
p	Number of predictors
density	Density of design matrix
rho	Correlation between predictors (corresponding to choice in rho_type)
s	Number of signals (nonzero coefficients)
rho_type	Type of correlation between predictors. "constant" gives uniform correlation between all predictors. "auto" means that predictors are "autocorrelated" with adjacent predictors by the amount specified in rho.
beta_type	Type of coefficients to generate
snr	Signal-to-noise ratio

Value

A list with X: the design matrix, and y: the response.

jolars/LookAheadScreening documentation built on Dec. 21, 2021, 2:15 a.m.