sim.xy {BOSO} | R Documentation |
High-5 and Low setting data
Description
Simmulated data for the high-5-sized scenario and low-sized. It contains a list
with the who cases, each of them with the following fields:
* x
X matrix for training set
* y
Y vector for training set
* xval
X matrix for validation set
* yval
Y vector for validation set
* beta
true beta array
Usage
data("sim.xy")
Source
https://github.com/ryantibs/best-subset
References
Hastie, Trevor, Robert Tibshirani, and Ryan J. Tibshirani. "Extended comparisons of best subset selection, forward stepwise selection, and the lasso." arXiv preprint arXiv:1707.08692 (2017).
[Package BOSO version 1.0.4 Index]