# data simulation
library(MASS)
Sigma <- matrix(c(1, -0.5, -0.8, -0.5, -0.9,
-0.5, 1, 0.5, 0.3, 0.5,
-0.8, 0.5, 1, 0.2, 0.5,
-0.5, 0.3, 0.2, 1, 0.5,
-0.9, 0.5, 0.5, 0.5, 1), ncol=5, byrow=TRUE)
set.seed(242)
X <-mvrnorm(n = 100, mu=runif(5, -1,1), Sigma=Sigma)
b_true <- c(3, 1.3, -0.5, 0.9, -1.3, 0.4)
y_hat <- cbind(1, X)
y <- y_hat + rnorm(100)
dat <- data.frame(y=y, x1=X[,1], x2=X[,2], x3=X[,3], x4=X[,4], x5=X[,5])
# end of data simulation ---------------------------------------------------------------