We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
There was an error while loading. Please reload this page.
1 parent 4b22ddb commit 262da42Copy full SHA for 262da42
selectiveInference/R/funs.ROSI.R
@@ -277,8 +277,11 @@ approximate_JM = function(X, active_set){
277
}
278
279
approximate_BN = function(X, active_set){
280
- # from (6) of https://arxiv.org/pdf/1703.03282.pdf
+ # inspired by (6) of https://arxiv.org/pdf/1703.03282.pdf
281
# approximate inverse is a scaled pseudo-inverse
282
+ # in the paper above, they use certain rows scaled X^{\dagger}
283
+ # here we compute some scaled rows of (X^TX)^{\dagger} in such a way that
284
+ # our final answer, when multiplied by X^T agrees with (6).
285
n=nrow(X)
286
p=ncol(X)
287
nactive=length(active_set)
0 commit comments