# NOT RUN {
# create B for simulation
B <- rep(1, 5) / sqrt(5)
set.seed(21)
# creat predictor data x ~ N(0, I_p)
x <- matrix(rnorm(500), 100)
# simulate response variable
# y = f(B'x) + err
# with f(x1) = x1 and err ~ N(0, 0.25^2)
y <- x %*% B + 0.25 * rnorm(100)
x.train <- x[1:80, ]
x.test <- x[81:100, ]
y.train <- y[1:80, ]
y.test <- y[81:100, ]
# calculate cve with method 'simple' for k = 1
cve.obj.simple <- cve(y.train ~ x.train, k = 1)
# predict y.test from x.test
yhat <- predict(cve.obj.simple, x.test, 1)
# plot prediction against y.test
plot(yhat, y.test)
# }
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