knitr::opts_chunk$set(echo = TRUE)
The goal here is to test the function susie_auto
which tries
to make susie run well even in some tricky situations (eg where $L$ is big,
which susie is not well suited to).
This is an example Lei Sun showed us from the paper demonstrating that false positives occur early on the Lasso path. Here I change L to 20 instead of 200 to make it run fast to begin with.
set.seed(777) library(susieR) L <- 20 X <- matrix(rnorm(1010 * 1000), 1010, 1000) beta <- rep(0, 1000) beta[1 : L] <- 100 y <- X %*% beta + rnorm(1010)
s <- susie_auto(X,y,verbose=TRUE) s$sa2
Now try L=200
set.seed(777) L <- 200 X <- matrix(rnorm(1010 * 1000), 1010, 1000) beta <- rep(0, 1000) beta[1 : L] <- 100 y <- X %*% beta + rnorm(1010) s2 <- susie_auto(X,y,verbose=TRUE) s2$sa2
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