Data generation — sim.list.fun • solid

Generate simulated data for SOLID method

sim.list.fun(nn,K,p.x,cor,beta0)

Arguments

nn	sample size
K	number of blocks
p.x	dimension of independent variables x
cor	correlation between x
beta0	beta coefficient

Details

This function generates the data for SOLID method

Value

dat.list returns generated data

References

Hong, C., Wang, Y. and Cat T. (2019). A Divide-and-Conquer Method for Sparse Risk Prediction and Evaluation (under revision).

Author

Chuan Hong

Examples

N=1e5
p.x=50
K=10
n=N/K
niter=3
cor=0
b0=-8
bb = c(1, 0.8, 0.4, 0.2, 0.1)
beta0 = c(b0, bb, rep(0, p.x - length(bb)))
dat.list=sim.list.fun(nn=N,K=10,p.x=50,cor=0.2,beta0)