SamplePredictors

Simulates the binary contribution status of potential predictor variables
from different blocks to outcome variables. For each outcome, the set of true
predictors is sampled from one block of potential predictors. If the blocks
of variables are independent, the outcomes will be independent too.

internal

This R package can be used to generate artificial data conditionally on pre-specified (simulated or user-defined) relationships between the variables and/or observations. Each observation is drawn from a multivariate Normal distribution where the mean vector and covariance matrix reflect the desired relationships. Outputs can be used to evaluate the performances of variable selection, graphical modelling, or clustering approaches by comparing the true and estimated structures (B Bodinier et al (2021) <arXiv:2106.02521>).

Barbara Bodinier

fake

Flexible Data Simulation Using the Multivariate Normal
Distribution

SamplePredictors function

<dl><dt>pk</dt>
<dd>vector of the number of variables per group, defining the block
structure.</dd>
<dt>q</dt>
<dd>number of outcome variables. By default, one block of predictor is
linked to one outcome, i.e. <code>q=sum(pk)</code>.</dd>
<dt>nu</dt>
<dd>vector of probabilities. Each entry corresponds to one block of
predictors and defines the probability for each predictor within the block
to be chosen as true predictor of the corresponding outcome variable.</dd>
<dt>orthogonal</dt>
<dd>logical indicating if the outcomes have to be defined from
independent blocks of predictors as encoded in <code>pk</code>.</dd></dl>

Arguments

Simulation of binary contribution status — SamplePredictors

<dl>

<dt>pk</dt>
<dd>vector of the number of variables per group, defining the block
structure.</dd>


<dt>q</dt>
<dd>number of outcome variables. By default, one block of predictor is
linked to one outcome, i.e. <code>q=sum(pk)</code>.</dd>


<dt>nu</dt>
<dd>vector of probabilities. Each entry corresponds to one block of
predictors and defines the probability for each predictor within the block
to be chosen as true predictor of the corresponding outcome variable.</dd>


<dt>orthogonal</dt>
<dd>logical indicating if the outcomes have to be defined from
independent blocks of predictors as encoded in <code>pk</code>.</dd>

</dl>

SamplePredictors: Simulation of binary contribution status

Description

Usage

Value

Arguments