higlasso.df {higlasso}

Synthetic Example Data For Higlasso

Description

This synthetic data is taken from the linear interaction simulations from the higlasso paper. The data generating model is:

Y = X_1 + X_2 + X_3 + X_4 + X_5 + X_1 X_2 + X_1 X_3 + X_2 X_3

+ X_1 X_4 + X_2 X_4 + X_3 X_4 + X_1 X_5

+ X_2 X_5 + X_3 X_5 + X_4 X_5 + \epsilon

Usage

higlasso.df

Format

A data.frame with 500 observations on 11 variables:

Y

Continuous response.

X1-X10

Covariates.