LeebPoetscher: Generate data as in Leeb and Poetscher (2006)
In sebastianankargren/FMA: Frequentist Model Averaging
Description
Usage
Arguments
Value
View source: R/LeebPoetscher.R
Description
Data generation corresponding to Setups I-III by Leeb and Poetscher (2006).
Usage
1
LeebPoetscher(samplesize, gam, setup)
Arguments
samplesize
The sample size.
gam
The drifting parameter.
setup
Either 1, 2 och 3 for the setup to use.
Value
Returns a list with the following:
X
An n * 8 matrix containing the independent variables
y
An n * 1 matrix containing the dependent variable.
mu
An n * 1 matrix containing the true conditional mean.
sebastianankargren/FMA documentation built on May 29, 2019, 4:57 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
View source: R/LeebPoetscher.R
Description
Data generation corresponding to Setups I-III by Leeb and Poetscher (2006).
Usage
1 | LeebPoetscher(samplesize, gam, setup)
|
Arguments
samplesize |
The sample size. |
gam |
The drifting parameter. |
setup |
Either 1, 2 och 3 for the setup to use. |
Value
Returns a list with the following:
X |
An n * 8 matrix containing the independent variables |
y |
An n * 1 matrix containing the dependent variable. |
mu |
An n * 1 matrix containing the true conditional mean. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.