Exemple #1
0
    def _ensure_priors(self):
        if self._residual_sd_prior is None:
            sample_var = self._response_suf.sample_var
            residual_var = (1 - self._expected_Rsqure) * sample_var
            self._residual_sd_prior = R.SdPrior(
                np.sqrt(residual_var, self._prior_sample_size))

        if self._sampler is None:
            self._sampler = boom.BigAssSpikeSlabSampler(
                self._model, boom.VariableSelectionPrior(self._spike),
                self._slab.boom(self._model.Sigsq_prm),
                self._residual_sd_prior.boom())
            self._model.set_method(self._sampler)
Exemple #2
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 def spike(self):
     return boom.VariableSelectionPrior(self._prior_inclusion_probabilities)