nk027

# Projection matrix updates ---
set.seed(753)
prec <- .Machine$double.eps

N <- 54 # Simulate data
x <- as.matrix(c(rnorm(N), rnorm(3, 6, 0.25), rnorm(3, 8, 0.25)))
y <- c(
  x[seq(N)] * -0.5 + rnorm(N, 0, 1),
  x[seq(N + 1, N + 3)] * 0.1 + rnorm(3, 0, 0.1),