gau_data dataset

A simulated gaussian data set.

A data set simulated for illustrating linear regression models. Generated by gen.gaussian.data(n = 200, p = 20, seed = 2021). data

Format

A list with five elements: design matrix X, response y, correlation structure of the covariates Sigma, true beta beta, and the noise level sigma.

• X: design matrix
• y: response
• beta: true beta values
• sigma: the noise level

data(gau_data)

Examples

data("gau_data")
cv.fit <- cv.glmtlp(gau_data$X, gau_data$y, family = "gaussian", penalty = "tlp")
plot(cv.fit)