% Example 4.2 from the paper
% SSVS on a large synthetic dataset.
% This runs much slower than the other examples (I experienced ~15 mins
% for 10000 samples). 
n = 120;
p = 60;
a = zeros(n,1);
b = eye(n);

Z = mvnrnd(a,b)';
X = mvnrnd(a,b,p)'+repmat(Z,1,p);
B = [repmat(0,p/4,1);repmat(1,p/4,1);repmat(2,p/4,1);repmat(3,p/4,1)];

% Noise
s = 2;
e = mvnrnd(a,s*s*b)';

Y = X * B + e;
samples = ssvs(X,Y,10000,[1,5]);
counts = count(samples);