pub fn sample_saved_model(
model: &FittedModel,
data: ArrayView2<'_, f64>,
col_map: &HashMap<String, usize>,
training_headers: Option<&Vec<String>>,
cfg: &NutsConfig,
) -> Result<NutsResult, String>Expand description
Run NUTS posterior sampling over a saved model.
Dispatches on model.predict_model_class():
Standard: Gaussian identity models use the exact savedN(mode, φ·H⁻¹)posterior, wheremode,φ, andHall come from the training fit. Other standard GLMs run NUTS from the saved mode, smoothing parameters, dispersion, and whitening curvature rather than refitting/reselecting them on the caller-supplied rows. Link-wiggle models take a specialised joint-space path that preserves the basis chain rule.Survival: rebuilds the survival design (Royston-Parmar baseline + wiggle + covariate blocks) on the supplied data, evaluates the mode, and runs the survival-flat NUTS path. Latent and location-scale modes are explicitly rejected here.- Other model classes (location-scale GLM, bernoulli marginal-slope, transformation-normal) return a “not implemented” error matching the CLI surface.