Generate_data {BBSSL} | R Documentation |

## Generate_data

### Description

This function generates data (X,y) with specified correlation and noise standard deviation.

### Usage

```
Generate_data(truth.beta, p, n, truth.sigma, rho, correlation = c("block", "all"),
NumOfBlock)
```

### Arguments

`truth.beta` |
A vector of active beta's (s x 1, with s being the number of active coordinates). |

`p` |
The number of covariates. |

`n` |
The number of observations. |

`truth.sigma` |
Noise standard deviation. |

`rho` |
Correlation Coefficient. |

`correlation` |
Correlation structure. Correlation = "block" means predictors are grouped into equi-size blocks where each block contains one active predictor, and the within-block correlation coefficient is rho; predictors in different blocks are mutually independent. Correlation = "all" means all predictors are equi-correlated with coefficient rho. |

`NumOfBlock` |
Number of blocks, used only when correlation = 'block'. |

### Value

A list, including vector 'y' (n x 1), matrix 'X' (n x p), vector 'beta' (p x 1).

[Package

*BBSSL*version 0.1.0 Index]