truebeta {srp}

A dataset containing true regression coefficients for simulation

Description

True regression coefficients used for simulations in "Regularised forecasting via smooth-rough partitioning of the regression coefficients", H. Maeng and P. Fryzlewicz (2018), preprint.

Usage

data(truebeta)

Format

A matrix with 356 rows and 4 variables:

Case 1

true regression coefficients for case 1

Case 2

true regression coefficients for case 2

Case 3

true regression coefficients for case 3

Case 4

true regression coefficients for case 4