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fixing man page so check passes
1 parent d2438c9 commit 1dfbea8

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3 files changed

+13
-44
lines changed

3 files changed

+13
-44
lines changed

selectiveInference/R/RcppExports.R

Lines changed: 0 additions & 35 deletions
This file was deleted.

selectiveInference/R/funs.randomized.R

Lines changed: 8 additions & 9 deletions
Original file line numberDiff line numberDiff line change
@@ -34,9 +34,6 @@ randomizedLasso = function(X,
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noise_scale = 0.5 * sd(y) * sqrt(mean_diag)
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}
3636

37-
print(paste("ridge term", ridge_term))
38-
print(paste("noise scale", noise_scale))
39-
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noise_type = match.arg(noise_type)
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4239
if (noise_scale > 0) {
@@ -333,14 +330,14 @@ conditional_density = function(noise_scale, lasso_soln) {
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randomizedLassoInf = function(X,
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y,
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lam,
336-
sampler="A",
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sigma=NULL,
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noise_scale=NULL,
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ridge_term=NULL,
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condition_subgrad=TRUE,
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level=0.9,
342-
nsample=10000,
343-
burnin=2000,
338+
sampler=c("norejection", "adaptMCMC"),
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nsample=10000,
340+
burnin=2000,
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max_iter=100, # how many iterations for each optimization problem
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kkt_tol=1.e-4, # tolerance for the KKT conditions
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parameter_tol=1.e-8, # tolerance for relative convergence of parameter
@@ -368,7 +365,7 @@ randomizedLassoInf = function(X,
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369366
active_set = lasso_soln$active_set
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nactive = length(active_set)
371-
print(paste("nactive", nactive))
368+
372369
if (nactive==0){
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return (list(active_set=active_set, pvalues=c(), ci=c()))
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}
@@ -394,10 +391,12 @@ randomizedLassoInf = function(X,
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ndim = length(lasso_soln$observed_opt_state)
396393

397-
if (sampler =="R"){
394+
sampler = match.arg(sampler)
395+
396+
if (sampler == "adaptMCMC"){
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S = sample_opt_variables(lasso_soln, jump_scale=rep(1/sqrt(n), ndim), nsample=nsample)
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opt_samples = as.matrix(S$samples[(burnin+1):nsample,,drop=FALSE])
400-
} else if (sampler == "A"){
399+
} else if (sampler == "norejection") {
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opt_samples = gaussian_sampler(noise_scale,
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lasso_soln$observed_opt_state,
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cur_opt_transform$linear_term,

selectiveInference/man/randomizedLassoInf.Rd

Lines changed: 5 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -19,6 +19,7 @@ randomizedLassoInf(X,
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ridge_term=NULL,
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condition_subgrad=TRUE,
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level=0.9,
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sampler=c("norejection", "adaptMCMC"),
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nsample=10000,
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burnin=2000,
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max_iter=100,
@@ -71,6 +72,10 @@ Default is TRUE.
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\item{level}{
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Level for confidence intervals.
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}
75+
\item{sampler}{
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Which sampler to use -- default is a no-rejection sampler. Otherwise
77+
use MCMC from the adaptMCMC package.
78+
}
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\item{nsample}{
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Number of samples of optimization variables to sample.
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}

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