1) Unzip the BLVS_files.zip in a directory 2) Open the attached .rdata file by double clicking on it 3) Install from R menus (in order to install also all packages dependendencies) the following packages a) msm http://cran.r-project.org/bin/windows/contrib/r-release/msm_1.1.zip b) mnormt http://cran.r-project.org/bin/windows/contrib/r-release/mnormt_1.4-5.zip c) monomvn http://cran.r-project.org/bin/windows/contrib/r-release/monomvn_1.8-9.zip (lso installing the dependencies ‘pls’, ‘lars’) d) spikeSlabGAM http://cran.r-project.org/bin/windows/contrib/r-release/spikeSlabGAM_1.0-0.zip (also installing the dependencies ‘reshape’, ‘proto’, ‘plyr’, ‘RColorBrewer’, ‘digest’, ‘ggplot2’, ‘akima’, ‘R2WinBUGS’, ‘MCMCpack’, ‘coda’ ...) 4) type source('simulations_BLVS.txt') 5) Results are available in the following items gamma1-gamma5 = variable inclusion probabilities for different methods lambda.post = posterior means for lambdas for different methods rmse.y, rmse.b = Root mean square errors on y and betas for different methods