merging with upstream master

Author: jonathan-taylor

.travis.yml

@@ -7,8 +7,10 @@ r:
   - devel
 addons:
    apt: 
-      packages: libmpfr-dev
+      packages: libmpfr-dev 
 warnings_are_errors: true
 before_install:
   - tlmgr install index # for texlive and vignette?
+  - R -e 'install.packages("Rcpp", repos="http://cloud.r-project.org")'
+  - make Rcpp
   - cd selectiveInference

Makefile

@@ -0,0 +1,14 @@
+Rcpp: 
+	- rm -f selectiveInference/src/RcppExports.cpp
+	- rm -f selectiveInference/R/RcppExports.R
+	Rscript -e "library(Rcpp); Rcpp::compileAttributes('selectiveInference')"
+
+install: Rcpp
+	R CMD install selectiveInference
+
+build: 
+	R CMD build selectiveInference
+
+check: Rcpp build
+	R CMD build selectiveInference
+	R CMD check selectiveInference_1.2.2.tar.gz # fix this to be a script variable

README.md

@@ -21,3 +21,11 @@ The latest release of the package can be installed through CRAN:
 install.packages("selectiveInference")
 ```
 Code in repo is under development and may be unstable.
+
+## For development
+
+You will have to run
+
+```
+make Rcpp
+```

selectiveInference/DESCRIPTION

@@ -18,3 +18,5 @@ Description: New tools for post-selection inference, for use with forward
     models.
 License: GPL-2
 RoxygenNote: 5.0.1
+LinkingTo: Rcpp
+Imports: Rcpp

selectiveInference/NAMESPACE

@@ -6,16 +6,15 @@ export(lar,fs,
        print.larInf,print.fsInf,
        plot.lar,plot.fs,
        fixedLassoInf,print.fixedLassoInf,
-#      fixedLogitLassoInf,print.fixedLogitLassoInf,
-#       fixedCoxLassoInf,print.fixedCoxLassoInf,
        forwardStop,
        estimateSigma,
        manyMeans,print.manyMeans,
        groupfs,groupfsInf,
        scaleGroups,factorDesign,
        TG.pvalue, 
        TG.limits, 
-       TG.interval
+       TG.interval,
+       debiasingMatrix
     )
 
 S3method("coef", "lar")
@@ -44,5 +43,5 @@ importFrom("stats", dnorm, lsfit, pexp, pnorm, predict,
            qnorm, rnorm, sd, uniroot, dchisq, model.matrix, pchisq)
 importFrom("stats", "coef", "df", "lm", "pf")
 importFrom("stats", "glm", "residuals", "vcov")
-
+importFrom("Rcpp", "sourceCpp")
 

selectiveInference/R/funs.common.R

@@ -152,13 +152,7 @@ updateQR <- function(Q1,Q2,R,col) {
   n = ncol(Q1)
   k = ncol(Q2)
 
-  a = .C("update1",
-    Q2=as.double(Q2),
-    w=as.double(t(Q2)%*%col),
-    m=as.integer(m),
-    k=as.integer(k),
-    dup=FALSE,
-    package="selectiveInference")
+  a = update1_(as.matrix(Q2), t(Q2)%*%col, m, k) # Rcpp call
 
   Q2 = matrix(a$Q2,nrow=m)
   w = c(t(Q1)%*%col,a$w)