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Generate simulation data with two gaussians

Usage

gen_data_normal(
  n = 100,
  p = 200,
  delta = 3,
  prop = 0.1,
  rho = 0,
  prop_cl1 = 0.5
)

Arguments

n

sample size

p

number of features

delta

signal strength

prop

proportion of non-null features

rho

correlation parameter in the covariance matrix

prop_cl1

proportion of the first cluster