set.seed(11)
X1<-rnorm(500)
X2<-0.5*X1+rnorm(500,0,sqrt(1-0.5^2))
X3<-0.5*X2+rnorm(500,0,sqrt(1-0.5^2))
X4<-0.5*X2+rnorm(500,0,sqrt(1-0.5^2))
X5<-0.5*X3+0.5*X4+rnorm(500,0,sqrt(1-2*0.5^2))
my.dat<-data.frame(X1,X2,X3,X4,X5)
CI.algorithm(dat=my.dat,smooth=FALSE,alpha.reject=0.05)
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