E of zero length

Author: Jelena Markovic

selectiveInference/R/funs.randomized.R

@@ -114,6 +114,10 @@ randomizedLasso = function(X,
     X_E = X[,E]
     X_I = X[,I]
 
+    if (length(E)==0){
+      return(list(active_set=c()))
+    }
+    
     if (family=="binomial"){
       unpen_reg = glm(y~X_E-1, family="binomial")
       unpen_est = unpen_reg$coefficients
@@ -126,6 +130,7 @@ randomizedLasso = function(X,
     } else if (family=="gaussian"){
       W_E = diag(rep(1,n))
     }
+    
     L_E = t(X) %*% W_E %*% X[,E]
 
     coef_term = L_E

tests/randomized/test_instances.R

@@ -71,7 +71,7 @@ test_KKT=function(){
 
 
 collect_results = function(n,p,s, nsim=100, level=0.9, 
-                           family = "gaussian",
+                           family = "binomial",
                            condition_subgrad=FALSE, lam=1.2){
 
   rho=0.3
@@ -115,7 +115,7 @@ collect_results = function(n,p,s, nsim=100, level=0.9,
 }
 
 set.seed(1)
-collect_results(n=100, p=20, s=0, lam=0.5)
+collect_results(n=100, p=20, s=0, lam=0.8)
 #test_randomized_lasso()
 #test_KKT()