SpikeAndSlabPrior.slab#

SpikeAndSlabPrior.slab: float#

Slab width \(\tau_1\) as a multiple of the reference standard error.

A coefficient in the slab is essentially unshrunk at the default, ten standard errors wide. The ratio slab / spike sets how decisively the odds separate an included coefficient from an excluded one; the default hundred is George, Sun and Ni’s. Must exceed spike.