Generate simulation data to test adaptive lasso

Source: R/simulation.R

SIM.FUN generates continuous-time survival response data that are associated with design matrix. The design matrix comes from a correlated multivariate normal. The default signals (beta0) are sparse.

SIM.FUN(nn, p.x = 50, cor = 0.2, family = c("binary", "count",
  "Cox"), beta0 = NULL)

Arguments

nn

sample size
p.x

number of covariates
cor

correlation of covariates
family

the family of response data taking c('binary','count','Cox')
beta0

the coefficients for the design, including intercept

Value

For survival data, it returns a matrix with the first column U, second column delta (0,1), and rest = design matrix.

Author

Yan Wang, Tianxi, Chuan Hong