Question: Incorporate the SSVS code into the probit regression code. Use it to analyze the iris data ( type data ( iris ) at the console

Incorporate the SSVS code into the probit regression code. Use it to analyze the iris data

(

type data

(

iris

)

at the console

) .

Use cross

-

validation to assess its performance using ROC plots. Compare with versus without the variable selection prior. Then, add a bunch of extraneous "noise" features to the model. How does the relative performance change?

Incorporate the SSVS code into the probit

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