## Not run:
# 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])
# plot(s1)
# ## End(Not run)
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