% data for censored fitting problem. randn('state',0); n = 20; % dimension of x's M = 25; % number of non-censored data points K = 100; % total number of points c_true = randn(n,1); X = randn(n,K); y = X'*c_true + 0.1*(sqrt(n))*randn(K,1); % Reorder measurements, then censor [y, sort_ind] = sort(y); X = X(:,sort_ind); D = (y(M)+y(M+1))/2; y = y(1:M);