Last updated: 2017-05-31

Code version: 71d3478

Introduction

We are now comparing the performance of several sparse linear regression procedures under high-dimensional setting.

\(\text{SNR} = 20, p = 100, n = 120\)

\(\text{SNR} = 20, p = 200, n = 300\)

Session information

sessionInfo()
R version 3.3.3 (2017-03-06)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: macOS Sierra 10.12.5

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] mvtnorm_1.0-5       BoomSpikeSlab_0.7.0 Boom_0.5           
[4] MASS_7.3-45         BayesBridge_0.6     glmnet_2.0-5       
[7] foreach_1.4.3       Matrix_1.2-8       

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.10     codetools_0.2-15 lattice_0.20-34  digest_0.6.12   
 [5] rprojroot_1.2    grid_3.3.3       backports_1.0.5  git2r_0.18.0    
 [9] magrittr_1.5     evaluate_0.10    stringi_1.1.2    rmarkdown_1.5   
[13] iterators_1.0.8  tools_3.3.3      stringr_1.2.0    yaml_2.1.14     
[17] htmltools_0.3.6  knitr_1.15.1

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