hidimstat.multivariate_1D_simulation¶
- hidimstat.multivariate_1D_simulation(n_samples=100, n_features=500, support_size=10, sigma=1.0, rho=0.0, shuffle=True, seed=0)¶
Generate 1D data with Toeplitz design matrix
- Parameters
- n_samplesint
Number of samples.
- n_featuresint
Number of features.
- support_sizeint
Size of the support.
- sigmafloat
Standard deviation of the additive White Gaussian noise.
- rho: float
Level of correlation between neighboring features (if not shuffle).
- shufflebool
Shuffle the features (breaking 1D data structure) if True.
- seedint
Seed used for generating design matrix and noise.
- Returns
- Xndarray, shape (n_samples, n_features)
Design matrix.
- yndarray, shape (n_samples,)
Target.
- betandarray, shape (n_features,)
Parameter vector.
- noisendarray, shape (n_samples,)
Additive white Gaussian noise.