# NOT RUN {
# create B for simulation
B <- rep(1, 5) / sqrt(5)
set.seed(21)
# create 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)
# calculate cve for unknown reduction dimension.
cve.obj.simple <- cve(y ~ x)
summary(cve.obj.simple)
# }
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