active set zero

Author: Jelena Markovic

tests/randomized/test_instances.R

@@ -63,7 +63,7 @@ test_KKT=function(){
 
 collect_results = function(n,p,s, nsim=100, level=0.9, condition_subgrad=TRUE, lam=1.2){
 
-  rho=0.
+  rho=0.3
   sigma=1
   sample_pvalues = c()
   sample_coverage = c()
@@ -80,9 +80,9 @@ collect_results = function(n,p,s, nsim=100, level=0.9, condition_subgrad=TRUE, l
                                                      burnin=1000, 
                                                      nsample=5000, 
                                                      condition_subgrad=condition_subgrad)
-    true_beta = beta[result$active_set]
-    coverage = rep(0, nrow(result$ci))
     if (length(result$active_set)>0){
+      true_beta = beta[result$active_set]
+      coverage = rep(0, nrow(result$ci))
       for (i in 1:nrow(result$ci)){
         if (result$ci[i,1]<true_beta[i] & result$ci[i,2]>true_beta[i]){
           coverage[i]=1
@@ -104,7 +104,7 @@ collect_results = function(n,p,s, nsim=100, level=0.9, condition_subgrad=TRUE, l
 }
 
 set.seed(1)
-collect_results(n=100, p=2000, s=0, lam=3)
+collect_results(n=100, p=2000, s=0, lam=2.5)
 #test_randomized_lasso()
 #test_KKT()