1#Toy rqss example with lasso shrinkage of linear covariate effects
2
3n <- 100
4p <- 9
5q <- 3
6beta <- c( rep(1,q), rep(0,p-q))
7w <- matrix(rnorm(n*p),n,p)
8x <- runif(n,0,10)
9z <- runif(n,0,10)
10y <- w %*% beta + sin(x) + (z^2)/50 + rnorm(n)/5
11d <- data.frame(w,x,y,z)
12f <- rqss(y ~ w + qss(x,lambda = 3) + qss(z,lambda = 2),
13                method = "lasso", lambda = 3, data = d)
14plot(f, bands = "both", bcol = c("lightsteelblue", "lightsteelblue4"))
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