All the code was run in Python 3.8. Please e-mail me (felipemaiapolo@gmail.com) if you have any questions. The main files in this repo are:
linear_model_experiment*.ipynb
: these notebooks generate the plots of the experiments involving high-dimensional regression;real_data_experiment_competing_models*.ipynb
: in these notebooks, we generate the Type-I error and p-values plot for the real data experiment;artificial_data_experiments.ipynb
: in this notebook, we generate the artificial data experiments plots;exp1.py
,exp2.py
, andgeneral.py
: source code used in the artificial data experiments, real data experiments, and general functions.