Ex4.2: Reproduce Example 4.2

In pbreheny/hdrm: High-Dimensional Regression Modeling

Reproduce Example 4.2

Description

Reproduces Example 4.2 from the book. If you specify any options, your results may look different.

Usage

Ex4.2(
  N = 1000,
  rho = seq(0, 0.9, 0.1),
  n = 50,
  p = 100,
  p1 = 5,
  b = 0.5,
  alpha = 0.5,
  corr = c("cs", "bd"),
  seed = 1
)

Arguments

N	Number of simulated realizations
rho	Vector of correlations
n	Sample size
p	Number of features
p1	Number of non-null features
b	Coefficient associated with the non-null features
alpha	Elastic net tuning parameter
corr	Correlation structure, either cs (compound symmetric) or bd (block diagonal)
seed	Seed for reproducibility

Examples

Ex4.2(N=10)

pbreheny/hdrm documentation built on Jan. 17, 2024, 8:53 p.m.