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# 🐛 Bug
On training a MultiTask kernel based model and a collection of independent models tied together in an independent model list object on the same dataset, I see variance magnitudes that are o…
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Hi,
Is it possible with `bambi` to fit multivariate models. I am looking into fitting a model with (at leas) one covariance matrix and two outcomes. I want to estimate the variance components associa…
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Hello,
I'm a big fan of the package and have enjoyed using it for a number of projects.
I had a question regarding the `measurement_error` optional argument that can be passed to `phylolm`. The…
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```
# Latent Variances and Covariances
control ~~ 1*control
autonomy ~~ 1*autonomy
pleasure ~~ 1*pleasure
self_real ~~ 1*self_real + {cov := cov0 + cov1*data.age + cov2*data.gender}*control + {co…
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This will require calculating 2nd derivatives of error variance-covariance components.
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I wonder if someone could clarify what P0 really is. For instance, in the example notebooks to pymc-experimental , I found the following statement:
P0_diag = pm.Gamma("P0_diag", alpha=2, beta=5, di…
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### Describe the bug
When `n_features > 1` and `normalization_y` is `False`, the `GaussianProcessRegressor.predict` seems to return bad std and cov results, as it doesn't consider the scale of the di…
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It turns out that the parametrization of second-level models often leads to rank-deficient design matrices. We should make this legal.
The only issue is that some contrasts are estimable while som…
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In Schafer and Strimmer (and other papers) they also discuss variance shrinkage and then they tend to combine both shrinkage of the sample covariance with shrinkage of the variance (e.g. in corpcor). …
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```bash
environment,
tabular_data
method,
model_pointer = 'NONHIER'
bayes_calibration muq
mlmcmc # ** MSE: Let's use "multilevel_mcmc" as the start of a new XML group (see "ENTITY" spe…