generate simulated datasets

Usage

genevar(
  n = 100,
  p = 10,
  pr = 5,
  e = 0,
  r = 0.5,
  df = Inf,
  beta = NULL,
  intercept = 0,
  sigma = 1,
  mux = rep(0, p),
  scalex = 1,
  gamma = 6,
  outtype = "cellwise"
)

Arguments

n: number of observations
p: number of candidate predictors
pr: number of active predictors
e: contamination rate
r: correlation among predictors
df: degrees of freedom used to generate predictors
beta: regression coefficients
intercept: intercept of the regression model
sigma: scale of the error item
mux: averages of predictors
scalex: scales of predictors
gamma: magnitudes of outliers
outtype: type of outliers: cellwise, rowwise

Value

x: the generated design matrix

xc: the generated design matrix without contamination

y: the generated response

ynew: another generated response (as an independent test set)

outlier: the generated outlier in the design matrix

erroroutlier: the generated outlier in response

Examples

data = genevar()
y = data$y
x = data$x