stan-dev / projpred

Projection predictive variable selection
https://mc-stan.org/projpred/
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Always project onto submodels including an intercept #391

Closed fweber144 closed 1 year ago

fweber144 commented 1 year ago

This fixes #96 by always projecting onto submodels including an intercept, even for reference models which lack an intercept (which are eventually made possible by this PR).

Several simplifications and some other enhancements are also performed, e.g., in commit 1fa4374d023506b00be4ff6d12bac98b8017f5f9.

See the commit messages and the newly added NEWS.md entry for details.