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DGP_Sim

--- data generating process simulator ----

This function simulates a data generating process, by drawing random samples according to a distribution of choice from

  • standard gaussian
  • gaussian with fat tails
  • gamma type distributions.

In addition, to the standard parameters of a data simulator, available parameter choices are:

  • number of non-linear features
  • number of irrelevant features
  • highest polynomial degree

It can be used to simulate data for binary classification problems or regression problems.

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data generating process simulator

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