AddAr produces MCMC runs with all 0 coefficients.

steve-the-bayesian / BOOM

A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.

GNU Lesser General Public License v2.1

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AddAr produces MCMC runs with all 0 coefficients. #50

Closed steve-the-bayesian closed 4 years ago

steve-the-bayesian commented 4 years ago

AddAr.pdf

steve-the-bayesian commented 4 years ago

The GlmCoefficient vector was excluding all variables. Bug in bsts.0.9.5. Fixed in later versions.