Open emorice opened 2 years ago
The current code re-uses the empirical factor covariance, but it also makes sense to use the prior identity covariance here. So both should be implemented and compared.
https://github.com/emorice/gemz/blob/3b94f0453b97d2546eb3222eafe6e9e77a6dd8ab/gemz/models/peer.py#L62-L66
The current code re-uses the empirical factor covariance, but it also makes sense to use the prior identity covariance here. So both should be implemented and compared.
https://github.com/emorice/gemz/blob/3b94f0453b97d2546eb3222eafe6e9e77a6dd8ab/gemz/models/peer.py#L62-L66