uniLasso (version 2.11)

simulate_twoclass: simulate two class data

Description

simulate two class data

Usage

simulate_twoclass(ntrain, ntest, wide = TRUE)

Value

a list with components "x", "y", "xtest", "ytest", "mutest", and "sigma", where "mutest" is the true test mean, and "ytest <- mutest + rnorm(ntest)*sigma."

Arguments

ntrain

number of training examples.

ntest

number of test examples.

wide

logical. If TRUE p=500, else p=100.

Examples

dat = simulate_twoclass(300,3000)
fit = cv.uniLasso(dat$x, dat$y, family="binomial")
misclass = mean( sign(predict(fit, dat$xtest,s="lambda.min"))== sign(dat$ytest-0.5))