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fixing comment to be more informative
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selectiveInference/R/funs.ROSI.R

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@@ -277,8 +277,11 @@ approximate_JM = function(X, active_set){
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}
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approximate_BN = function(X, active_set){
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# from (6) of https://arxiv.org/pdf/1703.03282.pdf
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# inspired by (6) of https://arxiv.org/pdf/1703.03282.pdf
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# approximate inverse is a scaled pseudo-inverse
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# in the paper above, they use certain rows scaled X^{\dagger}
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# here we compute some scaled rows of (X^TX)^{\dagger} in such a way that
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# our final answer, when multiplied by X^T agrees with (6).
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n=nrow(X)
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p=ncol(X)
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nactive=length(active_set)

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