Amend #461: Allow switching from `validate_search = TRUE` to `validate_search = FALSE` and partly prepare K-fold CV with `validate_search = FALSE`

stan-dev / projpred

Projection predictive variable selection

https://mc-stan.org/projpred/

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Amend #461: Allow switching from `validate_search = TRUE` to `validate_search = FALSE` and partly prepare K-fold CV with `validate_search = FALSE` #463

Closed fweber144 closed 11 months ago

fweber144 commented 11 months ago

This amends #461 by allowing the user to switch from previous search results created with validate_search = TRUE to a cv_varsel.vsel() call with validate_search = FALSE. Furthermore, this PR makes some preparations for allowing K-fold CV with validate_search = FALSE later.