Gauss_data {TRexSelector}

Toy data generated from a Gaussian linear model

Description

A data set containing a predictor matrix X with n = 50 observations and p = 100 variables (predictors), and a sparse parameter vector beta with associated support vector.

Usage

Gauss_data

Format

A list containing a matrix X and vectors y, beta, and support:

X

Predictor matrix, n = 50, p = 100.

y

Response vector.

beta

Parameter vector.

support

Support vector.

Examples

# Generated as follows:
set.seed(789)
n <- 50
p <- 100
X <- matrix(stats::rnorm(n * p), nrow = n, ncol = p)
beta <- c(rep(5, times = 3), rep(0, times = 97))
support <- beta > 0
y <- X %*% beta + stats::rnorm(n)
Gauss_data <- list(
  X = X,
  y = y,
  beta = beta,
  support = support
)