POCRE (version 0.6.0)

simdata: A Set of Simulated Data with Single Gaussian Response Variable

Description

A simulated data set with 100 observations, each with one response variable and 1,000 covariates.

Usage

data("simdata")

Format

A data frame with 100 observations on 1001 variables with the first column for the response variable, and the rest for the covariates.

Details

The 1,000 covariates are from 10 blocks of independent variables, with each block consisting 100 autoregressively correlated variables. There are a total of 20 covariates affecting the response variables: \(x_1, \dots, x_{10}\), \(x_{101}, \dots, x_{110}\).

References

Zhang D, Lin Y, and Zhang M (2009). Penalized orthogonal-components regression for large p small n data. Electronic Journal of Statistics, 3: 781-796.

See Also

pocrescreen, pocrepath, pocre.

Examples

# NOT RUN {
data(simdata)
# }