n <- 128
p <- 10
s <- 99
x <- matrix( stats::rnorm( p * n ), nrow = n, ncol = p )
beta <- (1:10)/10
y <- x %*% beta + stats::rnorm(n)
post_beta <- matrix(beta, nrow=p, ncol=s) + stats::rnorm(p*s, 0, 0.1)
post_mu <- x %*% post_beta
fit <- WpProj(X=x, eta=post_mu, power = 2.0,
options = list(penalty = "lasso")
)
obj <- WPR2(predictions = post_mu, projected_model = fit)
p <- plot(obj)
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