simulate_counterexample

A particular counterexample where the first two features are strongly positively correlated,
yet they have coefficients of opposite sign in a multiple regression.

Fit a univariate-guided sparse regression (lasso), by a two-stage procedure. The first stage fits p separate univariate models to the response. The second stage gives more weight to the more important univariate features, and preserves their signs. Conveniently, it returns an objects that inherits from class 'glmnet', so that all of the methods for 'glmnet' are available. See Chatterjee, Hastie and Tibshirani (2025) <doi:10.1162/99608f92.c79ff6db> for details.

Trevor Hastie

uniLasso

Univariate-Guided Sparse Regression

Rob Tibshirani

Sourav Chatterjee

simulate_counterexample function

<dl><dt>ntrain</dt>
<dd>number of training examples.</dd>
<dt>ntest</dt>
<dd>number of test examples.</dd></dl>

Arguments

simulate counterexample data — simulate_counterexample

<dl>

<dt>ntrain</dt>
<dd>number of training examples.</dd>


<dt>ntest</dt>
<dd>number of test examples.</dd>

</dl>

simulate_counterexample: simulate counterexample data

Description

Usage

Value

Arguments

Examples