Creat a function to compute the rho-level credible set

Parameters:

alpha¶

the posterior probability in the params object return by susie pca

feature_label: list | None = None¶

the label of the feature from the original dataset

rho=0.9¶

the level from credible set, should ranged in (0,1)

Returns:

credible set, which is a dictionary contain K*P credible sets

Return type:

cs