Merge pull request #39 from jonathan-taylor/master

beta version of randomized LASSO

Author: tibshirani

.travis.yml

@@ -11,7 +11,7 @@ addons:
 warnings_are_errors: true
 before_install:
   - tlmgr install index # for texlive and vignette?
-  - R -e 'install.packages(c("Rcpp", "intervals"), repos="http://cloud.r-project.org")'
+  - R -e 'install.packages(c("Rcpp", "intervals", "adaptMCMC", "glmnet"), repos="http://cloud.r-project.org")'
   - cd C-software
   - git submodule init
   - git submodule update

C-software

@@ -10,6 +10,7 @@ Depends:
     glmnet,
     intervals,
     survival,
+    adaptMCMC,
 Suggests:
     Rmpfr
 Description: New tools for post-selection inference, for use with forward

selectiveInference/DESCRIPTION

@@ -14,7 +14,8 @@ export(lar,fs,
        TG.pvalue, 
        TG.limits, 
        TG.interval,
-       debiasingMatrix
+       debiasingMatrix,
+       randomizedLassoInf
     )
 
 S3method("coef", "lar")
@@ -40,8 +41,9 @@ import(intervals)
 import(survival)
 importFrom("graphics", abline, axis, matplot)
 importFrom("stats", dnorm, lsfit, pexp, pnorm, predict, 
-           qnorm, rnorm, sd, uniroot, dchisq, model.matrix, pchisq)
+           qnorm, rnorm, sd, uniroot, dchisq, model.matrix, pchisq, resid)
 importFrom("stats", "coef", "df", "lm", "pf")
 importFrom("stats", "glm", "residuals", "vcov")
 importFrom("stats", "rbinom", "rexp")
 importFrom("Rcpp", "sourceCpp")
+importFrom("adaptMCMC", "MCMC")