% Example 5.1 from the paper
% SSVS on the Hald dataset.
data = load('hald');
X_ = data.ingredients;
Y_ = data.heat;
n = size(X_,1);
p = size(X_,2);
a = ones(n,1);

% Preprocess the data (as described in Section 1 of the paper).  This is
% necessary in cases where there is a feature that must be included in all
% models (e.g. an intercept term).
b = eye(n) - (a*a'/n);
X = b*X_;
Y = b*Y_;

samples = ssvs(X,Y,5000,[1,5]);
counts = count(samples)