Closed zouyuxin closed 6 years ago
Can you add a test on a small example to show results are same for Sunday data as originally data?
i added a couple of comments on code. Do you see them?
Do I gather you also have an implementation that estimates the prior_variance parameter as well? Can you add a test to show that works?
The output from susie_ss includes XtXr, which is t(X)%*%fitted_value. The original susie's output has fitted value, to use in predict function. Here we don't have fitted value, do we need to include XtXr as output?
You didn't say about the implementation of estimating the prior_variance. I change the function about the estimate_prior_variance to make it works. We estimate the prior variance by maximizing the likelihood.
I add function
update_each_effect_ss
,single_effect_regression_ss
, andsusie_ss
to fit the model. The KL and elbo are deleted from the output.