Tab9.1: Reproduce Table 9.1

In pbreheny/hdrm: High-Dimensional Regression Modeling

Reproduce Table 9.1

Description

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

Usage

Tab9.1(
  N = 100,
  B = 100,
  n = 100,
  p = 100,
  a = 10,
  b = 2,
  rho = 0.5,
  noise = "autoregressive",
  rho.noise = 0.8,
  seed = 1,
  ...
)

Arguments

N	Number of simulated realizations
B	Number of bootstrap replications (for each data set)
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
noise	Correlation structure between features ('exchangeable' | 'autoregressive')
rho.noise	Correlation parameter for noise variables
seed	Random number seed for reproducibility
...	Further arguments to genDataABN

Examples

Tab9.1(N=5)   # Increase N for more reliable results

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