Ex3.1 | R Documentation |
Reproduces Example 3.1 from the book. If you specify any options, your results may look different.
Ex3.1(N = 500, n = 50, p = 100, p1 = 6, snr = c(1, 2, 4), seed = 2)
N |
Number of simulated realizations |
n |
Sample size |
p |
Number of features |
p1 |
Number of non-null features |
snr |
Vector of signal-to-noise ratio values |
seed |
Seed for reproducibility |
A list of two arrays, MCP
, containing the MSE for MCP, and SCAD
, containing the MSE for SCAD.
Ex3.1(N=2)
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