gen_ortho: 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

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

pbreheny/hdrm documentation built on May 24, 2024, 9:30 p.m.