gen.data: Generate Data With Contamination
Description
Generates a random dataset with some amount of contaimination.Usage
gen.data(coeff, n = 100, eps = 0.1, sig = 3, snr = 1/20, seed = 837)
Arguments
coeff
a numeric vector of length 3 containing the true coefficients.
n
a positive integer giving the number of observations in the data set.
eps
a numeric value between 0 and 0.5 specifying the fraction of contamination.
sig
a positive numeric value giving the standard deviation of the uncontaminated data.
snr
a positive numeic value giving the signal to noise ratio, well not really.
seed
an integer value giving the seed for the random number generator.
Value
- a data frame with
n rows and 4 columns. The regressors are generated as: rnorm(n,1), rnorm(n,1)^3, exp(rnorm(n,1)). It also generates an unused vector x4.