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LASSO solver is right up to scale
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tests/test_QP.R

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -9,7 +9,8 @@ lam = 2
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soln1 = selectiveInference:::fit_randomized_lasso(X, Y, lam, 0, 0)$soln
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G = glmnet(X, Y, intercept=FALSE, standardize=FALSE)
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soln2 = coef(G, s=1/n, exact=TRUE, x=X, y=Y)[-1]
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soln2 = coef(G, s=lam/n, exact=TRUE, x=X, y=Y)[-1]
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print(soln1)
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print(soln2)
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print(soln2)
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plot(soln1, soln2)

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