Code borrowed from SLOPE package for generating datasets

randomProblem(
  n = 1000,
  p = 100,
  q = 0.2,
  n_groups = NULL,
  n_targets = if (match.arg(response) == "multinomial") 3 else 1,
  density = 0,
  amplitude = if (match.arg(response) == "poisson") 1 else 3,
  alpha = 1,
  response = c("gaussian", "binomial", "poisson", "multinomial"),
  rho = 0
)

Arguments

n

Number of data points

p

Number of features

q

Parameter controlling lambda sequence

n_groups

Number of groups of predictors

n_targets

Dimension of response variable

density

Determine sparsity of the data generated. Default set to 0.

amplitude

Scale of coefficient in output

alpha

Standard deviation

response

Choice of likelohood function

rho

Correlation