Per a question asked by a user in the forum, it would be nice to have a tutorial/example for this type of regression. I searched for some examples available and found some nice ones below.

• https://github.com/AsaCooperStickland/Spike_And_Slab with Gibbs sampling
• http://www.batisengul.co.uk/post/spike-and-slab-bayesian-linear-regr

right now we use "twice_nll" as a fit objective and in the test statistic a simple diffence

twice_nll_constrfit - twice_nll_globalfit

but rather we should just to a NLL fit and in the test stat do

2*(nll_constrfit - nll_globalfit)

this will require updating some test reference numbers in the tests

Because / at end of question is missing

Description
Update README and add experiments.

Solution
Create experiments or examples package to work