source('RRR.R')
library(MASS)

p <- 8; n <- 100
beta0 <- c(3, 1.5, 0, 0, 2, 0, 0, 0)

S <- matrix(0,p,p)

for (i in 1:p)
  for (j in 1:p)
     S[i,j] <- 0.5^(abs(i-j))

x <- mvrnorm(n,rep(0,p),S)
y <- x%*%beta0+rcauchy(n)

obj <- rrr(x,y)

# beta
obj$beta.sic

# Boston Housing
library(mlbench)
data(BostonHousing)
bh <- BostonHousing
bh$chas <- as.numeric(bh$chas)
x <- as.matrix(bh[,-14])
y <- log(bh[,14])
bh.fit <- rrr(x,y)