fast_LR_sim: fast_LR_sim

In xinchoubiology/RGallery: RGallery: A Package for 3 questions in Stochastic Average Gradient Project

Description

A fast data simulation function implemented by Rcpp. And we will change the data set size for L2-regularized

Usage

fast_LR_sim(N, p, rho = 0.95, snr = 3, nmu = 0, nsd = 1,
  control = TRUE)

Arguments

N	number of observations
p	number of predictors
rho	correlation of X_j and X_j'. Default is 0.95
snr	signal-noise ratio threahold. Default is 3.0
nmu	noise distribution's mean. Default is 0.0
nsd	noise distribution's sd. Default is 1.0
control	Optional(TRUE/FALSE), whether control whiten noise and signal's SNR

Details

Logistical regression data simulation by Rcpp

Value

x p predictors' matrix for N observation.

y N observation (1 or 0) which is based on real value of y0 and noise.

beta p real beta value

Author(s)

Eric xin Zhou [e-mail]

xinchoubiology/RGallery documentation built on May 4, 2019, 1:06 p.m.