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Generate Synthetic Data for Benchmark Simulations

Source: R/simulate.R
generate.Rd

Creates a design matrix X with controlled correlation structure and simulates a response y according to the specified family. Supports Gaussian, Binomial, Poisson, Gamma GLMs, and Cox survival data with exponential baseline hazard.

Usage

generate(
  n = 600,
  theta = c(1, 0),
  intercept = 0,
  settings = c("S1", "S2", "S3"),
  rho = 0.9,
  dispersion = 1,
  family = gaussian(),
  censoring_rate = 0.3,
  baseline_hazard = 1
)

Arguments

n

Integer; number of observations (default: 600).

theta

Numeric vector of true coefficients (length p).

intercept

Numeric; true intercept term (default: 0).

settings

Character; correlation pattern:

  • "S1": all p variables equally correlated.

  • "S2": first 5×5 block correlated, others independent.

  • "S3": two p/2 × p/2 blocks correlated.

Default: c("S1","S2","S3").

rho

Numeric in [0,1]; within-block correlation (default: 0.9).

dispersion

Numeric; dispersion for Gaussian/Gamma (default: 1).

family

A family object (e.g. gaussian(), binomial(), poisson(), Gamma()) or the string "cox" for survival data (default: gaussian()).

censoring_rate

Numeric in [0,1]; fraction censored for Cox models (default: 0.3).

baseline_hazard

Numeric or function; constant hazard rate for Cox, or a hazard function if provided (default: 1).

Value

A list with components:

X

n × p design matrix with specified correlation.

y

Response:

  • Numeric vector of length n (GLMs).

  • n × 2 matrix (time, status) (Cox).

eta

Linear predictor intercept + X %*% theta.

Examples

if (FALSE) { # \dontrun{
# Gaussian data, p = 2
dat1 <- generate(n = 100, theta = c(1, 0), settings = "S1",
                 family = gaussian(), dispersion = 2)

# Binomial data with probit link
dat2 <- generate(n = 200, theta = c(0.5, -0.5),
                 family = binomial(link = "probit"),
                 settings = "S2", rho = 0.7)

# Cox survival data
dat3 <- generate(n = 150, theta = c(1, 1, 0),
                 settings = "S3", family = "cox",
                 censoring_rate = 0.2, baseline_hazard = 0.05)
} # }