Author: Matthew Stephens
Date: 2025-06-04

# A minimal example

#### Matthew Stephens

#### 2025-06-04

In this short vignette, we fit a sparse linear regression model with up to \(L > 0\) non-zero effects. Generally, there is no harm in over-stating \(L\) (that is, the method is pretty robust to overfitting), except that computation will grow as \(L\) grows.

Here is a minimal example:

    library(susieR)
    set.seed(1)
    n    <- 1000
    p    <- 1000
    beta <- rep(0,p)
    beta[c(1,2,300,400)] <- 1
    X   <- matrix(rnorm(n*p),nrow=n,ncol=p)
    y   <- X %*% beta + rnorm(n)
    res <- susie(X,y,L=10)
    plot(coef(res)[-1],pch = 20)

Plot the ground-truth outcomes vs. the predicted outcomes:

    plot(y,predict(res),pch = 20)

## Session information

Here are some details about the computing environment, including the versions of R, and the R packages, used to generate these results.

    sessionInfo()
    # R version 4.3.3 (2024-02-29)
    # Platform: aarch64-apple-darwin20 (64-bit)
    # Running under: macOS 15.4.1
    #
    # Matrix products: default
    # BLAS:   /Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/lib/libRblas.0.dylib
    # LAPACK: /Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/lib/libRlapack.dylib;  LAPACK version 3.11.0
    #
    # locale:
    # [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
    #
    # time zone: America/Chicago
    # tzcode source: internal
    #
    # attached base packages:
    # [1] stats     graphics  grDevices utils     datasets  methods   base
    #
    # other attached packages:
    # [1] susieR_0.14.2
    #
    # loaded via a namespace (and not attached):
    #  [1] Matrix_1.6-5        gtable_0.3.4        jsonlite_1.8.8
    #  [4] highr_0.10          dplyr_1.1.4         compiler_4.3.3
    #  [7] crayon_1.5.2        tidyselect_1.2.1    Rcpp_1.0.12
    # [10] parallel_4.3.3      jquerylib_0.1.4     scales_1.3.0
    # [13] yaml_2.3.8          fastmap_1.1.1       lattice_0.22-5
    # [16] ggplot2_3.5.0       R6_2.5.1            plyr_1.8.9
    # [19] generics_0.1.3      mixsqp_0.3-54       knitr_1.45
    # [22] tibble_3.2.1        RcppZiggurat_0.1.6  munsell_0.5.0
    # [25] bslib_0.6.1         pillar_1.9.0        rlang_1.1.5
    # [28] utf8_1.2.4          cachem_1.0.8        reshape_0.8.9
    # [31] xfun_0.42           sass_0.4.9          RcppParallel_5.1.10
    # [34] cli_3.6.4           magrittr_2.0.3      digest_0.6.34
    # [37] grid_4.3.3          irlba_2.3.5.1       lifecycle_1.0.4
    # [40] vctrs_0.6.5         Rfast_2.1.0         evaluate_1.0.3
    # [43] glue_1.8.0          fansi_1.0.6         colorspace_2.1-0
    # [46] rmarkdown_2.26      matrixStats_1.2.0   tools_4.3.3
    # [49] pkgconfig_2.0.3     htmltools_0.5.8.1