If TRUE, generate binary responses; otherwise, by default,
create continuous responses.
Value
gen.data returns a list containning at least the following
components:
"X", a covariate matrix of n observations and p predictors;
"y", a univariate response;
"b.true", the actual coefficients for each predictor group.
Details
This function simulates data as presented in Liu (2015).
References
Liu, Y. (2015). Approaches to reduce and integrate data in
structured and high-dimensional regression problems in Genomics. Ph.D.
Dissertation, The Pennsylvania State University, University Park,
Department of Statistics.