abess-team / abess

Fast Best-Subset Selection Library
https://abess.readthedocs.io/
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support exponential correlation structure for the `abess` python library #418

Closed Mamba413 closed 2 years ago

Mamba413 commented 2 years ago

abess would be even more helpful if make_glm_data and make_multivariate_glm_data can support simulating datasets associated with an exponential correlation structure. This structure is widely considered in recent literature (e.g. https://arxiv.org/pdf/2104.12576.pdf).

oooo26 commented 2 years ago

This is available now by giving an argument corr_type="exp" and I will close the issue. Thank you.