## generate some data
X <- matrix(nrow = 100, ncol = 6)
X[ , 1:3] <- apply(X[ , 1:3], 1, rnorm,
mean = rnorm(1, mean = 2, sd = 2), sd = rchisq(1, df = 2))
X[ , 4:6] <- apply(X[ , 4:6], 1, rnorm,
mean = rnorm(1, mean = 0, sd = 1), sd = rchisq(1, df = 2))
L <- c(1, 1, 1, 2, 2, 2)
## compute shrinkage t statistic
st.stat <- shrinkt.st(X, L)
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