Generate Data With Contamination
Generates a random dataset with some amount of contaimination.
gen.data(coeff, n = 100, eps = 0.1, sig = 3, snr = 1/20, seed = 837)
coeff |
a numeric vector of length 3 containing the true coefficients. |
n |
a positive integer giving the number of observations in the data set. |
eps |
a numeric value between 0 and 0.5 specifying the fraction of contamination. |
sig |
a positive numeric value giving the standard deviation of the uncontaminated data. |
snr |
a positive numeic value giving the signal to noise ratio, well not really. |
seed |
an integer value giving the seed for the random number generator. |
a data frame with n rows and 4 columns. The regressors are generated as: rnorm(n,1), rnorm(n,1)^3, exp(rnorm(n,1)). It also generates an unused vector x4.
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