Run one SDR simulation replication
Usage
run_one_simulation(
n = 200,
p = 50,
d = 2,
rho = 0.6,
sigma = 1,
model = "linear_quadratic",
beta_type = "coordinate",
sdr_method = "dr",
cov_method = "oas",
nslices = 6,
selector = "cicomp",
d_max = 10,
seed = NULL
)Arguments
- n
Sample size.
- p
Number of predictors.
- d
Structural dimension.
- rho
Correlation parameter.
- sigma
Error standard deviation.
- model
Data-generating model.
- beta_type
Type of true central subspace basis.
- sdr_method
SDR method.
- cov_method
Covariance method.
- nslices
Number of slices.
- selector
Dimension selection criterion.
- d_max
Maximum candidate dimension.
- seed
Optional random seed. The test sample uses
seed + 1.