Ex9.1: Reproduce Example 9.1

In pbreheny/hdrm: High-Dimensional Regression Modeling

Reproduce Example 9.1

Description

Reproduces Example 9.1 from the book. If you specify any options, your results may look different.

Usage

Ex9.1(
  n = 100,
  p = 60,
  a = 6,
  b = 2,
  rho = 0.5,
  beta = c(1, -1, 0.5, -0.5, 0.5, -0.5),
  seed = 72,
  ...
)

Arguments

n	Sample size
p	Number of features
a	Number of causal ('A') variables
b	Number of correlated ('B') variables
rho	Correlation between 'A' and 'B' variables
beta	Coefficients for causal variables
seed	Random number seed for reproducibility
...	Further arguments to gen_data_abn

Examples

out <- Ex9.1()

pbreheny/hdrm documentation built on March 29, 2025, 5:18 a.m.