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).

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