## First generate datasetset.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 inferenceset.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)