data(longley2)
form <- GNP~GNP.deflator+Unemployed+Armed.Forces+Population+Year+Employed
# set true regression parameter values not unlike their OLS estimates from RXridge().
trugam <- matrix(c(.5,-.1,.2,.2,.2,-.2),6,1)
trusig <- 0.04
rxtobj <- RXtrisk(form, data=longley2, trugam, trusig, Q=-1.5)
plot(rxtobj)Run the code above in your browser using DataLab