@@ -158,7 +158,7 @@ fixedLassoInf <- function(x, y, beta, lambda, family=c("gaussian","binomial","co
158
158
159
159
# Approximate inverse covariance matrix for when (n < p) from lasso_Inference.R
160
160
161
- htheta = debiasing_matrix (hsigma , n , 1 : length(S ), verbose = FALSE , max_try = linesearch.try , warn_kkt = TRUE )
161
+ htheta = debiasingMatrix (hsigma , n , 1 : length(S ), verbose = FALSE , max_try = linesearch.try , warn_kkt = TRUE )
162
162
163
163
FS = rbind(diag(length(S )),matrix (0 ,pp - length(S ),length(S )))
164
164
GS = cbind(diag(length(S )),matrix (0 ,length(S ),pp - length(S )))
@@ -268,7 +268,7 @@ fixedLasso.poly=
268
268
269
269
# # Approximates inverse covariance matrix theta
270
270
271
- debiasing_matrix = function (Sigma ,
271
+ debiasingMatrix = function (Sigma ,
272
272
nsample ,
273
273
rows ,
274
274
verbose = FALSE ,
@@ -306,17 +306,17 @@ debiasing_matrix = function(Sigma,
306
306
print(paste(xperc ," % done" ,sep = " " )); }
307
307
}
308
308
309
- output = debiasing_row (Sigma ,
310
- row ,
311
- mu ,
312
- linesearch = linesearch ,
313
- resol = resol ,
314
- max_active = max_active ,
315
- max_try = max_try ,
316
- warn_kkt = FALSE ,
317
- max_iter = max_iter ,
318
- kkt_tol = kkt_tol ,
319
- objective_tol = objective_tol )
309
+ output = debiasingRow (Sigma ,
310
+ row ,
311
+ mu ,
312
+ linesearch = linesearch ,
313
+ resol = resol ,
314
+ max_active = max_active ,
315
+ max_try = max_try ,
316
+ warn_kkt = FALSE ,
317
+ max_iter = max_iter ,
318
+ kkt_tol = kkt_tol ,
319
+ objective_tol = objective_tol )
320
320
321
321
if (warn_kkt && (! output $ kkt_check )) {
322
322
warning(" Solution for row of M does not seem to be feasible" )
@@ -328,18 +328,18 @@ debiasing_matrix = function(Sigma,
328
328
return (M )
329
329
}
330
330
331
- debiasing_row = function (Sigma ,
332
- row ,
333
- mu ,
334
- linesearch = TRUE , # do a linesearch?
335
- resol = 1.2 , # multiplicative factor for linesearch
336
- max_active = NULL , # how big can active set get?
337
- max_try = 10 , # how many steps in linesearch?
338
- warn_kkt = FALSE , # warn if KKT does not seem to be satisfied?
339
- max_iter = 100 , # how many iterations for each optimization problem
340
- kkt_tol = 1.e-4 , # tolerance for the KKT conditions
341
- objective_tol = 1.e-4 # tolerance for relative decrease in objective
342
- ) {
331
+ debiasingRow = function (Sigma ,
332
+ row ,
333
+ mu ,
334
+ linesearch = TRUE , # do a linesearch?
335
+ resol = 1.2 , # multiplicative factor for linesearch
336
+ max_active = NULL , # how big can active set get?
337
+ max_try = 10 , # how many steps in linesearch?
338
+ warn_kkt = FALSE , # warn if KKT does not seem to be satisfied?
339
+ max_iter = 100 , # how many iterations for each optimization problem
340
+ kkt_tol = 1.e-4 , # tolerance for the KKT conditions
341
+ objective_tol = 1.e-4 # tolerance for relative decrease in objective
342
+ ) {
343
343
344
344
p = nrow(Sigma )
345
345
0 commit comments