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shrinkage greater than 1 with 'JZS' prior #27

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merliseclyde opened this issue Aug 6, 2018 · 0 comments

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merliseclyde commented Aug 6, 2018

shrinkage values returned using the Jeffreys-Zellner-Siow prior are greater than one in the following reproducible example:

test_that("JZS: shrinkage is less than or equal to 1", {
  data(Hald)
  hald.gprior = bas.lm(Y ~ ., prior="JZS", modelprior=uniform(), data=Hald)
  expect_equal(0, sum(hald.gprior$shrinkage > 1))
})

This breaks predicted/fitted values

merliseclyde added the bug label

merliseclyde self-assigned this

merliseclyde added a commit that referenced this issue


          fixed issue #27 and added unit test for JZS prior shrinkage

9bb3be5

merliseclyde closed this as completed

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