genOrtho: Simulate data for regression models in which the design...

In pbreheny/hdrm: High-Dimensional Regression Modeling

Simulate data for regression models in which the design matrix X is orthonormal

Description

Simulate data for regression models in which the design matrix X is orthonormal

Usage

genOrtho(
  n,
  p,
  p1 = floor(p/2),
  beta,
  family = c("gaussian", "binomial"),
  SNR = 1,
  signal = c("homogeneous", "heterogeneous")
)

Arguments

n	Sample size
p	Number of features
p1	Number of nonzero features
beta	Vector of regression coefficients in the generating model, or, if a scalar, the value of each nonzero regression coefficient.
family	Generate y according to linear "gaussian" or logistic "binomial" model
SNR	Signal to noise ratio
signal	Should the beta coefficients be homogeneous (default) or heterogeneous

Examples

Data <- genOrtho(5, 2)
Data$X
crossprod(Data$X)

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