A simulated gaussian data set. — gau

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

Usage

data(gau_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

Examples

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