Added prior test to GLM.

src/main/java/hex/glm/GLM2.java

@@ -323,7 +323,10 @@ public GLM2 setBetaConstraints(Frame f){
     beta_constraints = f;
     return this;
   }
-
+  public GLM2 setPrior(double p){
+    this.prior = p;
+    return this;
+  }
   static String arrayToString (double[] arr) {
     if (arr == null) {
       return "(null)";

src/main/java/hex/glm/GLMModel.java

@@ -21,7 +21,7 @@ public class GLMModel extends Model implements Comparable<GLMModel> {
   @API(help="lambda_value max, smallest lambda_value which drives all coefficients to zero")
   final double  lambda_max;
   @API(help="mean of response in the training dataset")
-  final double     ymu;
+  public final double     ymu;
 
   @API(help="actual expected mean of the response (given by the user before running the model or ymu)")
   final double prior;

src/test/java/hex/GLMTest2.java

@@ -289,13 +289,20 @@ final static public void testHTML(GLMModel m) {
       assertEquals(512.3, model.null_validation.residualDeviance(), 1e-1);
       assertEquals(378.3, val.residualDeviance(),1e-1);
       assertEquals(396.3, val.aic(), 1e-1);
+      double prior = 1e-5;
+      // test the same data and model with prior, should get the same model except for the intercept
+      new GLM2("GLM test on prostate.",Key.make(),modelKey,new Source(fr,fr.lastVec(),false),Family.binomial).setRegularization(new double []{0},new double[]{0}).setPrior(prior).doInit().fork().get();
+      GLMModel model2 = DKV.get(modelKey).get();
+      for(int i = 0; i < model2.beta().length-1; ++i)
+        assertEquals(model.beta()[i], model2.beta()[i], 1e-8);
+      assertEquals(model.beta()[model.beta().length-1] -Math.log(model.ymu * (1-prior)/(prior * (1-model.ymu))),model2.beta()[model.beta().length-1],1e-10);
     } finally {
       fr.delete();
       if(model != null)model.delete();
     }
-
   }
 
+
   @Test public void testNoNNegative() {
 //    glmnet's result:
 //    res2 <- glmnet(x=M,y=D$CAPSULE,lower.limits=0,family='binomial')