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merliseclyde / BAS

BAS R package for Bayesian Model Averaging and Variable Selection
https://merliseclyde.github.io/BAS/
GNU General Public License v3.0
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shrinkage greater than 1 with 'JZS' prior #27

Closed merliseclyde closed 6 years ago

merliseclyde commented 6 years ago

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