Description Usage Arguments Details Value Author(s)
A data simulation function which is used for glmnet benchmark. The data set size for L2-regularized
1 2 | sim_dat_LR(N, p, rho = 0.95, snr = 3, nmu = 0, nsd = 1,
control = TRUE)
|
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 |
Logistical regression data simulation
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
Eric xin Zhou xxz220@miami.edu
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