set.seed(1)
n<-500
k<-100
Sigma<-diag(k)
Sigma[Sigma==0]<-.5
X<-mvrnorm(n,mu=rep(0,k),Sigma=Sigma)
y.true<-3+X[,2]*2+X[,3]*(-3)
y<-y.true+rnorm(n)
##Fit a linear model with five covariates.
s1<-sparsereg(y,X[,1:5])
print(s1)
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