gendata_Reg {TOSI}

Generate simulated data

Description

Generate simulated data from high-dimensional sparse regression model.

Usage

  gendata_Reg(n=100, p = 20, s0=5, rho=1, seed=1)

Arguments

n

a positive integer, the sample size, default as 100.

p

an positive integer, the dimension of covriates, default as 20.

s0

a positive integer, the number of nonzero components of regression coefficients, default as 5.

rho

a positive number, controlling the magnitude of coefficients.

seed

a nonnegative integer, the random seed, default as 1.

Value

return a list including two components:

Y

a n-dimensional vector, the observed response vector.

X

a n-by-p matrix, the observed covariates matrix.

beta0

a p-dimensional vector, the Reg. coefficients.

index_nz

a integer vector, the index of nonzero components of Reg. coefficients.

Note

nothing

Author(s)

Liu Wei

Examples

  dat <- gendata_Reg(n=100, p = 100, s0=3)
  str(dat)