The simdata dataset

Matthias Kormaksson, Kostas Sechidis

April 13, 2026

Introduction

The knockofftools package comes with a simulated data set called simdata. This short vignette demonstrates how the data set was generated.

library(knockofftools)

Data generation with generate_simdata

The function generate_simdata was used to generate the data set simdata that comes with the R-package.

generate_simdata <- function() {

  RNGkind("L'Ecuyer-CMRG")
  set.seed(56969)

  N <- 2000
  p <- 30
  p_b = 10
  p_nn <- 10

  # Generate a 2000 x 30 Gaussian data.frame under equi-correlation(rho=0.5) structure,
  # with 10 of the columns dichotomized
  X <- generate_X(n=N, p=p, p_b=p_b, cov_type = "cov_equi", rho=0.5)

  # Generate linear predictor lp = X%*%beta where first 10 beta-coefficients are = a, all other = 0.
  lp <- generate_lp(X=X, p_nn=p_nn, a=1)

  # simulate gaussian response with mean = lp and sd = 1.
  Yg <- lp + rnorm(N)

  # simulate bernoulli response with mean = exp(lp)/(1+exp(lp)).
  Yb <- factor(rbinom(N, size=1, prob=exp(lp)/(1+exp(lp))))

  # simulate censored survival times from Cox regression with linear predictor lp:
  Tc <- simulWeib(N=N, lambda = 0.01, rho = 1, lp = lp)

  dat <- data.frame(Yg, Yb, Tc, X)

  return(dat)

}

This function simulates a toy data set with 30 covariates $X_1, \dots, X_{30}$, one continuous response $y_g$, one binary response $y_b$ and one set of censored survival times $T_c$. Let’s now go through the individual components of the function one by one.

Simulation of $X$: The generate_X function simulates the rows of an $n \times p$ data frame $X$ independently from a multivariate Gaussian distribution with mean $0$ and $p \times p$ covariance matrix $$\Sigma_{ij} = \left \{ \begin{array}{lr} 1\{i = j\}, & \text{Independent,} \\ \rho^{1\{i \neq j\}}, & \text{Equicorrelated,} \\ \rho^{|i-j|}, & \text{AR1}, \end{array} \right.$$ where $p_b$ randomly selected columns are then dichotomized with the indicator function $\delta(x)=1(x > 0)$.

X <- generate_X(n=N, p=p, p_b=p_b, cov_type = "cov_equi", rho=0.5)

The covariance type is specified with the parameter cov_type and the correlation coefficient with rho. Each column of the resulting data.frame is either of class "numeric" (for the continuous columns) or "factor" (for the binary columns).

Calculation of linear predictor: The generate_lp function calculates the linear predictor $\ell_p=X\beta$ under sparsity, where the first p_nn regression coefficients are non-zero, all other are set to zero. The (common) amplitude of the non-zero regression coefficients is specified with a. Here we generate $\ell_p$ that implies association with the first 10 covariates, each with amplitude $a=1$.

lp <- generate_lp(X=X, p_nn=p_nn, a=1)

Note that inside generate_lp the model.matrix of X is first scaled.

Simulation of Gaussian response: $Y_g$ is Gaussian with mean $\mu = \ell_p$ and standard deviation $\sigma = 1$:

Yg <- lp + rnorm(N)

Simulation of Bernoulli response: $Y_b$ is Bernoulli with success probability $\mu = exp(\ell_p)/(1+exp(\ell_p))$:

Yb <- factor(rbinom(N, size=1, prob=exp(lp)/(1+exp(lp))))

Simulation of event and censoring times: The final command:

Tc <- simulWeib(N=N, lambda = 0.01, rho = 1, lp = lp)

generates censored survival times $T_c$ from a Cox regression model $$\lambda(t) = \lambda_0(t) \exp \left(\ell_p \right),$$ with Weibull baseline hazard: $$\lambda_0(t) = \lambda_0 \rho t^{\rho-1}$$ where $\lambda_0 > 0$ and $\rho > 0$ are scale and shape parameters, respectively. The censoring times $C$ are randomly drawn from an exponential distribution with a small (fixed) rate $\lambda_C=0.0005$, which results in very mild censoring. Once $T$ and $C$ have been simulated the function returns a survival object (Surv) with time = min(T, C) and event = 1{T < C}:

simulWeib <- function(N, lambda0, rho, lp) {
    lambdaC = 5e-04
    v <- runif(n = N)
    Tlat <- (-log(v)/(lambda0 * exp(lp)))^(1/rho)
    C <- rexp(n = N, rate = lambdaC)
    time <- pmin(Tlat, C)
    status <- as.numeric(Tlat <= C)
    survival::Surv(time = time, event = status)
}

The data set simdata

Now let’s have a look at the first few columns of the data set simdata

data(simdata)

head(simdata[,1:9])
#>          Yg Yb     Tc.time   Tc.status X1          X2 X3          X4 X5 X6
#> 1 -8.616078  0 2961.163522    0.000000  0 -1.34958449  1 -2.06459293  0  0
#> 2  2.145781  1   14.818694    1.000000  0  1.17359743  1  0.84017766  1  0
#> 3  2.855925  1    5.662159    1.000000  0  0.06617883  1  0.56828582  1  0
#> 4 -7.393736  0  780.165789    0.000000  0  0.60006023  0 -0.88344294  0  0
#> 5 -5.357337  0 1290.810345    0.000000  0  0.68195033  0 -0.07230342  0  1
#> 6  3.720681  1    3.590458    1.000000  1 -0.65766424  1  0.46974365  0  1

and finally confirm that generate_simdata() indeed reproduces the simdata dataset:

all.equal(simdata, generate_simdata())
#> [1] TRUE