stopifnot(require(hdi)) ## this is the example code of the help file of clusterGroupBound ## Create a regression problem with correlated design (n = 10, p = 3): ## a block of size 2 and a block of size 1, within-block correlation is 0.99 set.seed(29) p <- 3 n <- 10 Sigma <- diag(p) Sigma[1,2] <- Sigma[2,1] <- 0.99 x <- matrix(rnorm(n * p), nrow = n) %*% chol(Sigma) ## Create response with active variable 1 beta <- rep(0, p) beta[1] <- 5 y <- as.numeric(x %*% beta + rnorm(n)) out <- clusterGroupBound(x, y, nsplit = 4) ## use larger value for nsplit! ## Plot and print the hierarchical group-test plot(out) print(out) out$members out$lowerBound