Simulation of data from Gaussian Graphical Models (B Bodinier, S Filippi, TH Nost, J Chiquet, M Chadeau-Hyam (2021) <arXiv:2106.02521>). By controlling the conditional independence structure between the variables, these multivariate simulation tools can be used to evaluate the performance of regression, dimensionality reduction or graphical models.
The development version can be installed from GitHub:
devtools::install_github("barbarabodinier/fake")Check out practical examples for stability selection with the R package sharp at https://github.com/barbarabodinier/sharp.