Marginal Grids (AGHQ + AGHQSPARSE) #91
Description
Based on some minor test tweaks. Just noticing that we only allow the user to choose a single marginal grid on setup. Default is AGHQ so this requires the user to choose control = list(marginalGridRule = "AGHQSPARSE") to access sparse quadrature.
I'm fine with this for now but maybe we want to consider a sparse marginal rule as default if nParamTrans - 1 is large? Probably smart if > 3 to be honest. nMarginalGrid = 5 * 3^3 = 135 per marginal, 405 for one more dimension.
I also see in improveParamMarginals that we print:
cat("Approximating", nmarg, "individual parameter marginal", word, "via AGHQ:\n")
If using "AGHQSPARSE" this doesn't change and may be confusing. That being said, it is still technically correct as it's AGHQ with a product vs sparse construction. So very minor and happy to not change.
Noting here as I will not make any changes in prior to submission and we can consider this later.