dantzig.generator {fastclime} | R Documentation |
Generates sparse linear regression model for testing dantzig
function
dantzig.generator(n = 50, d = 100, sparsity = 0.1, sigma0=1)
n |
The number of observations (sample size). The default value is |
d |
The number of variables (dimension). The default value is |
sparsity |
|
sigma0 |
|
Generates sparse linear regression model for testing dantzig
function
An object with S3 class "dantzig.generator" is returned:
X0 |
|
y |
A |
BETA |
|
s |
|
pos |
A vector containing the indices of the nonzero entries (may contain repeats) |
Haotian Pang, Han Liu, Robert Vanderbei and Di Qi
Maintainer: Di Qi <dqi@princeton.edu>
## L = dantzig.generator(n = 50, d = 100, sparsity = 0.1)