# NOT RUN {
## First generate dataset
set.seed(111)
dat <- SimData(n = 50, M = 4)
y <- dat$y
Z <- dat$Z
X <- dat$X
## Fit model with component-wise variable selection
## Using only 100 iterations to make example run quickly
## Typically should use a large number of iterations for inference
set.seed(111)
fitkm <- kmbayes(y = y, Z = Z, X = X, iter = 100, verbose = FALSE, varsel = TRUE)
TracePlot(fit = fitkm, par = "beta")
TracePlot(fit = fitkm, par = "sigsq.eps")
TracePlot(fit = fitkm, par = "r", comp = 1)
# }
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