sim_pred_trace_n: Simulated prediction quality with sparse data

In tetokawata/simulater: Simulate prediction and estimation performance

Description

sim_pred_trace_n is used to sim_pred_trace_n is used to simulate prediction accuracy (out-of-sample MSE) with sparse linear data..

Usage

sim_pred_trace_n(
  seq,
  number_covariate,
  core = 1,
  oracle = FALSE,
  LASSO = FALSE,
  wrong = FALSE,
  over = FALSE
)

Arguments

seq	Integer sequance from minimum to maximum sample size.
number_covariate	Number of covariates.
core	Number of core to use function.
oracle	Logic Include oracle OLS or not
LASSO	Logic Include LASSO or not
wrong	Logic Include Wrong OLS or not
over	Logic Include over-parametric OLS or not

Value

A dataframe containing follows:

est	Out-of-sample MSE.
sample	Sample size in simulation data.
method	Prediction method.

References

No.

Examples

sim <- sim_pred_trace_n(seq = c(100:150); number_covariate = 10; core = 1)

tetokawata/simulater documentation built on Dec. 23, 2021, 8:48 a.m.