inverse should be low rank

jonathan-taylor · jonathan-taylor · commit 1e690dea8af5 · 2018-10-18T16:37:54.000-07:00
diff --git a/selectiveInference/R/funs.ROSI.R b/selectiveInference/R/funs.ROSI.R
@@ -296,11 +296,13 @@ approximate_BN = function(X, active_set){
   inv = svdX$u %*% diag(inv_d^2) %*% t(svdX$u)
 
   D = rep(0, nactive)
+
   for (i in 1:nactive){
     var = active_set[i]
     D[i] = 1/(t(X[,var]) %*% inv %*% X[,var])
   }
-  pseudo_XTX = svdX$v[active_set,,drop=FALSE] %*% diag(1/svdX$d^2) %*% t(svdX$v)
+  pseudo_XTX = svdX$v[active_set,,drop=FALSE] %*% diag(inv_d^2) %*% t(svdX$v)
+
   M_active = diag(D) %*% pseudo_XTX # last two terms: projection onto row(X)
   return(M_active)
 }

Original file line number	Diff line number	Diff line change
`@@ -296,11 +296,13 @@ approximate_BN = function(X, active_set){`
`296`	`296`	`inv = svdX$u %% diag(inv_d^2) %% t(svdX$u)`
`297`	`297`
`298`	`298`	`D = rep(0, nactive)`
	`299`	`+`
`299`	`300`	`for (i in 1:nactive){`
`300`	`301`	`var = active_set[i]`
`301`	`302`	`D[i] = 1/(t(X[,var]) %% inv %% X[,var])`
`302`	`303`	`}`
`303`		`- pseudo_XTX = svdX$v[active_set,,drop=FALSE] %% diag(1/svdX$d^2) %% t(svdX$v)`
	`304`	`+ pseudo_XTX = svdX$v[active_set,,drop=FALSE] %% diag(inv_d^2) %% t(svdX$v)`
	`305`	`+`
`304`	`306`	`M_active = diag(D) %*% pseudo_XTX # last two terms: projection onto row(X)`
`305`	`307`	`return(M_active)`
`306`	`308`	`}`