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The regression problem Friedman 2 as described in Friedman (1991) and Breiman (1996). Inputs are 4 independent variables uniformly distributed over the ranges $$0 \le x1 \le 100$$ $$40 \pi \le x2 \le 560 \pi$$ $$0 \le x3 \le 1$$ $$1 \le x4 \le 11$$ The outputs are created according to the formula $$y = (x1^2 + (x2 x3 - (1/(x2 x4)))^2)^{0.5} + e$$ where e is \(N(0,sd^2)\).

Usage

sim_Friedman2(n, sd = 125)

Arguments

n

number of data points to create

sd

Standard deviation of noise. The default value of 125 gives a signal to noise ratio (i.e., the ratio of the standard deviations) of 3:1. Thus, the variance of the function itself (without noise) accounts for 90% of the total variance.

Value

Returns a list with components

x

input values (independent variables)

y

output values (dependent variable)

References

Breiman, Leo (1996) Bagging predictors. Machine Learning 24, pages 123-140.
Friedman, Jerome H. (1991) Multivariate adaptive regression splines. The Annals of Statistics 19 (1), pages 1-67.

See also

Other bark simulation functions: sim_Friedman1(), sim_Friedman3(), sim_circle()

Other bark functions: bark(), bark-package, bark-package-deprecated, sim_Friedman1(), sim_Friedman3(), sim_circle()

Examples

sim_Friedman2(100, sd=125)
#> $x
#>             [,1]      [,2]       [,3]      [,4]
#>   [1,] 18.262463  491.5231 0.07114439  6.978089
#>   [2,]  5.607791  482.1103 0.01440722  7.477066
#>   [3,]  7.704316  938.0194 0.63228474  7.580063
#>   [4,] 10.147811  430.6193 0.36903048  6.600625
#>   [5,] 62.153368  414.8822 0.85641368  3.859618
#>   [6,] 51.718262  361.9174 0.53191017  7.673378
#>   [7,] 59.719055  429.7168 0.77955279  9.740183
#>   [8,] 87.474530 1442.6427 0.93296497  2.933012
#>   [9,] 89.619381  259.8091 0.31156134  2.110618
#>  [10,] 37.487429  650.6089 0.76978253  6.213695
#>  [11,] 38.101307  125.9915 0.59951651  1.681106
#>  [12,] 39.971403  254.9086 0.36559866  3.498771
#>  [13,] 78.740243 1166.3633 0.96247087  5.035825
#>  [14,] 72.517907 1424.6209 0.50298157  3.598552
#>  [15,] 89.934109 1023.5085 0.50777279 10.886831
#>  [16,] 74.971386  445.2254 0.64873961 10.519389
#>  [17,] 86.015524  480.2190 0.08254605 10.578331
#>  [18,] 58.866572 1588.9600 0.12493271  1.217222
#>  [19,] 62.322241  156.3314 0.83155279  6.854086
#>  [20,] 86.518436 1553.0864 0.45329176  2.425176
#>  [21,] 32.615805  452.3908 0.36575743  1.131676
#>  [22,] 64.928966  394.8766 0.91697840  4.042177
#>  [23,] 57.656540 1503.3392 0.40876946  3.806401
#>  [24,] 24.656280 1609.3011 0.46578712  3.304635
#>  [25,] 80.270074 1130.0013 0.09705467  7.091302
#>  [26,] 86.285008 1417.0428 0.71410556  3.516569
#>  [27,] 66.537688 1559.7374 0.36151383  3.212030
#>  [28,] 33.995277  362.3922 0.09457859  1.686985
#>  [29,] 84.163848  775.6468 0.71676187  5.814709
#>  [30,] 95.633813 1678.1716 0.87053314  2.235394
#>  [31,] 82.801383  881.0271 0.70067009  9.192320
#>  [32,] 19.797151  713.8181 0.49444926 10.784887
#>  [33,] 94.382804  602.9954 0.23320481  1.529075
#>  [34,]  9.588987  745.0397 0.82251561  4.589201
#>  [35,] 69.347271 1511.6083 0.57814760 10.714830
#>  [36,] 28.618559 1577.8851 0.82281658  6.468201
#>  [37,]  4.622148  200.8398 0.57575076  2.056239
#>  [38,] 62.884142 1296.8160 0.32929867  2.739424
#>  [39,] 13.311413  536.4444 0.06095796  8.825691
#>  [40,] 89.977071 1427.6955 0.48881298  4.816399
#>  [41,] 36.681397  226.3136 0.70115230  6.243887
#>  [42,] 83.000138 1431.5814 0.99965129  2.595934
#>  [43,] 62.176392  707.6541 0.77052128  9.200219
#>  [44,] 30.191458 1146.3607 0.56836875  6.407920
#>  [45,] 45.645724 1224.4550 0.24446183  4.314882
#>  [46,] 74.341682  488.5715 0.84033147  5.489354
#>  [47,] 36.742740  482.0334 0.54786029  3.233426
#>  [48,] 84.673994 1135.7622 0.05184123  3.941269
#>  [49,] 88.429746 1237.4162 0.24467223  1.805190
#>  [50,] 83.701030 1630.7357 0.70819886  6.926104
#>  [51,] 76.682258 1516.3766 0.99561037  5.057091
#>  [52,] 28.001987 1448.0801 0.49741377  4.026803
#>  [53,] 86.592753 1577.8522 0.99795629  2.957071
#>  [54,] 74.597069  813.5721 0.94435804 10.698488
#>  [55,] 82.197207  290.3845 0.60513483  3.842885
#>  [56,] 90.184483  675.9599 0.77718189  4.879202
#>  [57,] 91.013115  706.7436 0.78288535  7.031318
#>  [58,] 87.341718 1267.1097 0.39707278  8.704094
#>  [59,] 15.962643 1601.2012 0.60478401  5.627293
#>  [60,] 89.524400  904.2673 0.50216681  8.312079
#>  [61,] 24.281698  640.5242 0.99602080  8.826385
#>  [62,] 80.375353  790.0304 0.51258570  4.077453
#>  [63,] 82.094168  390.1152 0.72745769  2.179077
#>  [64,] 66.407117  797.4422 0.81472102  8.970994
#>  [65,] 67.402452 1593.9706 0.72260843  1.611694
#>  [66,] 49.845640 1158.2204 0.94623656  2.165398
#>  [67,] 42.826414  716.8947 0.31894380  7.312426
#>  [68,] 38.562026 1523.8975 0.89945890  4.182647
#>  [69,] 37.278056 1268.5095 0.53605594  2.699829
#>  [70,] 18.550458  434.6745 0.47007538  7.557141
#>  [71,] 26.849755  345.5153 0.81768650 10.380134
#>  [72,] 16.185893 1299.1987 0.17191988  9.355192
#>  [73,]  5.315435  899.5591 0.33210020  5.269765
#>  [74,] 10.338490 1324.4634 0.44689802 10.551321
#>  [75,] 14.286200  643.3956 0.70963288  8.274537
#>  [76,] 19.563285  889.4581 0.40360962  3.172217
#>  [77,]  5.595757  186.1946 0.09469529  7.964189
#>  [78,] 72.080033  380.7959 0.09920605  9.726578
#>  [79,] 29.588607  945.5775 0.17765886  6.160170
#>  [80,] 17.596138  977.9291 0.56791720  9.589185
#>  [81,] 54.466443 1541.0992 0.69310552  9.400745
#>  [82,] 29.280815 1159.3930 0.46378592  6.635512
#>  [83,]  9.171389  857.0365 0.69600253  2.929414
#>  [84,] 49.406546  772.3389 0.98230391 10.426093
#>  [85,] 81.975772  572.1705 0.43780839  3.062772
#>  [86,] 55.720458  283.5028 0.26466661  7.504752
#>  [87,] 51.573961 1398.6325 0.29028419  3.675866
#>  [88,] 13.762274  760.9968 0.99238614  5.326755
#>  [89,] 63.072191 1107.2621 0.18165608  9.320026
#>  [90,] 27.509516  797.0533 0.84727654  3.877584
#>  [91,] 81.651935 1010.3020 0.60210431  8.817648
#>  [92,] 40.656011 1663.5780 0.81782936  7.735521
#>  [93,] 10.524811  826.3836 0.77276366  9.164330
#>  [94,] 29.507558 1342.7608 0.58130633  3.310590
#>  [95,] 85.806083 1680.0849 0.05593927  3.066666
#>  [96,] 78.676377  843.4041 0.60383202 10.650448
#>  [97,] 19.536995  127.2035 0.29153471  3.677354
#>  [98,] 55.490650 1315.4058 0.49786227  8.004522
#>  [99,] 54.204656 1742.0479 0.12102541 10.091623
#> [100,] 73.133351  135.1225 0.55348738  9.503634
#> 
#> $y
#>   [1] -130.386781  247.044660  576.417589  224.869373  327.095616  221.757782
#>   [7]  175.159848 1397.780048  210.407995  599.053550  399.926705  240.318452
#>  [13]  892.095663  725.848794  650.437591  579.310812  158.155312  180.538552
#>  [19]  198.188255  883.979583  393.573330  574.211369  616.407128  982.886958
#>  [25]   53.632263  881.139662  698.387337  -31.464549  484.055242 1437.760021
#>  [31]  507.178161  270.324496  233.551586  354.221262  647.788709 1182.165628
#>  [37]  -37.883774  159.487213   97.355775  492.450107  236.026694 1621.991485
#>  [43]  859.234827  508.744184  376.732335  451.598132  511.821178  205.008436
#>  [49]   37.651928 1474.628395 1599.380608  874.315417 1643.415718  811.304368
#>  [55]  187.362744  495.098991  317.745885  590.402769  580.114554  375.817764
#>  [61]  705.211496  264.224872  192.677088  608.723279 1031.272492 1007.107962
#>  [67]  230.364812 1352.862952  612.542698  291.583626  323.749882  256.941235
#>  [73]  277.978273  468.119474  459.740296  117.919284  125.712886  272.468931
#>  [79]   44.836861  468.021192 1113.493503  592.913090  594.934042  621.066562
#>  [85]  388.368959    2.399765  359.798479  725.813365  144.097278  569.469726
#>  [91]  582.150312 1625.025977  621.652475  906.138188  -51.275749  394.028874
#>  [97]  -61.744053  684.652265  498.292681  116.713696
#>