DattaHub / bayes-sqlasso

Work in progress draft and codes for Bayesian square-root Lasso
Apache License 2.0
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Issue with summarize function and plots #3

Open DattaHub opened 7 years ago

DattaHub commented 7 years ago

Fig. 1 is not correct - probably the posterior samples are wrongly summarized on my code eval_sql.R. The individual simple plots, plot(Y); lines(thetahat) are working as expected. sparse-means-sql-1.pdf