stan-dev / projpred

Projection predictive variable selection
https://mc-stan.org/projpred/
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Warning for issue #323 #426

Closed fweber144 closed 1 year ago

fweber144 commented 1 year ago

This adds a warning for issue #323 (for multilevel Gaussian models, the projection onto the full model can be instable). The reason for this warning is that this issue came up again in https://discourse.mc-stan.org/t/cv-varsel-error-infinite-or-missing-values-in-x/31703 (and also that it is just good practice to add such a warning; I don't know why I didn't add it directly when discovering #323).