Ex4.4: Reproduce Example 4.4 and Figure 4.3

In pbreheny/hdrm: High-Dimensional Regression Modeling

Reproduce Example 4.4 and Figure 4.3

Description

Reproduces Example 4.4 and Figure 4.3 from the book. If you specify any options, your results may look different. Note that this simulation in particular is very time-consuming if run with the full N=100 replications.

Usage

Ex4.4(
  N = 100,
  s = seq(0.1, 1.1, 0.2),
  n = 100,
  p = 500,
  p1 = 12,
  rho = 0.7,
  seed = 1
)

Fig4.3(res, parlist = list(mfrow = c(1, 2), mar = c(4, 4, 2, 0.5)))

Arguments

N	Number of simulated realizations
s	Signal strength (coefficient value for the non-null features)
n	Sample size
p	Number of features
p1	Number of non-null features
rho	Correlation between features (compound symmetric)
seed	Seed for reproducibility
res	Output from Ex4.4
parlist	List of arguments to pass to par()

Examples

res <- Ex4.4(N=2, s=c(0.3, 1))
Fig4.3(res)

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