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# a
set.seed(1)
x <- matrix(rnorm(1000 * 20), 1000, 20)
b <- rnorm(20)
b[3] <- 0
b[4] <- 0
b[9] <- 0
b[10] <- 0
b[19] <- 0
eps <- rnorm(1000)
y <- x %*% b + eps
# b
train <- sample(seq(1000), 100, replace = FALSE)
test <- -train
x.train <- x[train, ]
x.test <- x[test, ]
y.train <- y[train]
y.test <- y[test]
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