Three components with pi = (1/3, 1/3, 1/3), covariates x1, x2 ~ U(0, 1),
means -20 x1 - 20 x2, 0, 20 x1 + 20 x2, and shifted-lognormal errors
exp(N(1, sigma^2)) - exp(1) with sigma^2 in {1, 0.5, 0.25} (each median 0).
Three components with pi = (1/3, 1/3, 1/3), covariates x1, x2 ~ U(0, 1),
means -20 x1 - 20 x2, 0, 20 x1 + 20 x2, and shifted-lognormal errors
exp(N(1, sigma^2)) - exp(1) with sigma^2 in {1, 0.5, 0.25} (each median 0).