Tibshirani: Generate data as in Tibshirani (1996)

Description Usage Arguments Value

Description

Data generation corresponding to the four simulation setups used by Tibshirani (1996).

Usage

1
Tibshirani(samplesize, ex, equi = FALSE)

Arguments

samplesize

The sample size.

ex

The example to generate data according to. Can be 1, 2, 3 or 4.

equi

True or false to indicate if equicorrelations should be used.

Value

Returns a list with the following:

X

An n * p matrix containing the independent variables (p is 8 for ex %in% 1:3, 40 for ex == 4.

y

An n * 1 matrix containing the dependent variable.

mu

An n * 1 matrix containing the true conditional mean.


sebastianandersson/FMA documentation built on May 29, 2019, 4:57 p.m.