Generate synthetic sparse regression data.
Usage
generate_regression_data(
n = 100,
p = 500,
a = 5,
b = 1,
sparsity = 0.05,
coeff_size = 1
)
Arguments
- n
Number of data points
- p
Dimensionality
- a
Correlations are sampled as Beta(a,b) random variables.
- b
Correlations are sampled as Beta(a,b) random variables.
- sparsity
Proportion of nonzero coefficients.
- coeff_size
Size of coefficients