stan-dev / stan-dev/rstanarm

Allow prior on original weights when QR=TRUE

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feature
Dominant language
R
Stars
401
Forks
136
PR merge metrics
No merged PRs in 30d

Description

Summary:

QR-transformation reduces posterior correlation improving the performance of sampling. Currently when QR=TRUE, the prior is set on weights for the transformed design matrix. The suggestion is to add an option to allow setting the prior on original weights when QR=TRUE.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

No files, tests, or entry points are named. Start by locating the QR transformation and prior-setting paths in rstanarm, then determine how an option could apply priors to original weights while QR=TRUE; done means the option is implemented and its behavior is covered by tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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