Rglasso

selection.egg-info/PKG-INFO

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+Metadata-Version: 2.1
+Name: selection
+Version: 0+untagged.2485.g1019ee0.dirty
+Summary: Testing a fixed value of lambda
+Home-page: http://github.org/jonathan.taylor/fixed_lambda
+Author: fixed_lambda developers
+Author-email: 
+Maintainer: Jonathan Taylor
+Maintainer-email: 
+License: BSD license
+Description: # The selection project
+
+        This project contains software for selective inference, with
+        emphasis on selective inference in regression. 
+
+        Some key references:
+
+        * `A significance test for the lasso`: http://arxiv.org/abs/1301.7161
+        * `Tests in adaptive regression via the Kac-Rice formula`: http://arxiv.org/abs/1308.3020
+        * `Post-selection adaptive inference for Least Angle Regression and the Lasso`:  http://arxiv.org/abs/1401.3889
+        * `Exact post-selection inference with the lasso`:  http://arxiv.org/abs/1311.6238
+        * `Exact Post Model Selection Inference for Marginal Screening`: http://arxiv.org/abs/1402.5596
+
+        Install
+        -------
+
+
+        ```
+        git submodule init # travis_tools and C-software
+        git submodule update
+        pip install -r requirements.txt
+        python setup.py install
+        ```
+
+Platform: OS Independent
+Classifier: Development Status :: 3 - Alpha
+Classifier: Environment :: Console
+Classifier: Intended Audience :: Science/Research
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python
+Classifier: Topic :: Scientific/Engineering
+Requires: numpy (>=1.7.1)
+Requires: scipy (>=0.9)
+Requires: mpmath (>=0.18)
+Requires: pyinter
+Provides: fixed_lambda
+Provides-Extra: test
+Provides-Extra: doc

selection.egg-info/SOURCES.txt

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+LICENSE
+MANIFEST.in
+README.md
+TODO
+cythexts.py
+setup.cfg
+setup.py
+setup_helpers.py
+setup_helpers.pyc
+versioneer.py
+C-software/src/debias.h
+C-software/src/matrixcomps.h
+C-software/src/quadratic_program_wide.c
+C-software/src/randomized_lasso.h
+C-software/src/selective_mle.c
+C-software/src/selective_mle.h
+doc/Makefile
+doc/examples/compute_coverages.rst
+doc/examples/conditional_sampling.py
+doc/examples/hiv_approx_ci.py
+doc/examples/power_comparison.py
+doc/notebooks/UMPU.ipynb
+doc/notebooks/covtest.ipynb
+doc/notebooks/isotonic.ipynb
+doc/notebooks/lasso.ipynb
+doc/notebooks/pca_rank1.ipynb
+doc/notebooks/quadratic_decisions.ipynb
+doc/notebooks/reduced_covtest.ipynb
+doc/notebooks/screening.ipynb
+doc/notebooks/selection_objects.ipynb
+doc/notebooks/spacings.ipynb
+doc/source/conf.py
+doc/source/docattribute.rst
+doc/source/documentation.rst
+doc/source/download.rst
+doc/source/index.rst
+doc/source/links_names.txt
+doc/source/spacings.rst
+doc/source/_static/logo.png
+doc/source/_static/selection.css
+doc/source/_templates/layout.html
+doc/source/spacings_files/spacings_23_0.png
+doc/source/spacings_files/spacings_25_0.png
+doc/source/spacings_files/spacings_27_0.png
+doc/source/spacings_files/spacings_29_0.png
+doc/source/spacings_files/spacings_31_0.png
+doc/source/spacings_files/spacings_3_0.png
+doc/source/spacings_files/spacings_4_0.png
+doc/source/spacings_files/spacings_5_0.png
+doc/source/spacings_files/spacings_6_0.png
+doc/source/spacings_files/spacings_7_0.png
+doc/source/spacings_files/spacings_9_0.png
+doc/source/sphinxext/math_dollar.py
+selection/__init__.py
+selection/_version.py
+selection/api.py
+selection/base.py
+selection/glm.py
+selection/info.py
+selection.egg-info/PKG-INFO
+selection.egg-info/SOURCES.txt
+selection.egg-info/dependency_links.txt
+selection.egg-info/not-zip-safe
+selection.egg-info/requires.txt
+selection.egg-info/top_level.txt
+selection/algorithms/__init__.py
+selection/algorithms/api.py
+selection/algorithms/change_point.py
+selection/algorithms/covtest.py
+selection/algorithms/cv.py
+selection/algorithms/cv_glmnet.py
+selection/algorithms/debiased_lasso.py
+selection/algorithms/debiased_lasso_utils.pyx
+selection/algorithms/forward_step.py
+selection/algorithms/lasso.py
+selection/algorithms/pca.py
+selection/algorithms/screening.py
+selection/algorithms/softmax.py
+selection/algorithms/sqrt_lasso.py
+selection/algorithms/stopping_rules.py
+selection/algorithms/tests/__init__.py
+selection/algorithms/tests/test_IC.py
+selection/algorithms/tests/test_ROSI.py
+selection/algorithms/tests/test_change_point.py
+selection/algorithms/tests/test_compareR.py
+selection/algorithms/tests/test_covtest.py
+selection/algorithms/tests/test_data_carving.py
+selection/algorithms/tests/test_debiased_lasso.py
+selection/algorithms/tests/test_forward_step.py
+selection/algorithms/tests/test_lasso.py
+selection/algorithms/tests/test_screening.py
+selection/algorithms/tests/test_softmax.py
+selection/algorithms/tests/test_sqrt_lasso.py
+selection/constraints/__init__.py
+selection/constraints/affine.py
+selection/constraints/api.py
+selection/constraints/base.py
+selection/constraints/estimation.py
+selection/constraints/intervals.py
+selection/constraints/quadratic.py
+selection/constraints/quasi_affine.py
+selection/constraints/tests/__init__.py
+selection/constraints/tests/test_affine.py
+selection/constraints/tests/test_estimation.py
+selection/constraints/tests/test_quadratic_tests.py
+selection/constraints/tests/test_quasi.py
+selection/constraints/tests/test_unknown_sigma.py
+selection/distributions/__init__.py
+selection/distributions/api.py
+selection/distributions/chain.py
+selection/distributions/chisq.py
+selection/distributions/discrete_family.py
+selection/distributions/discrete_multiparameter.py
+selection/distributions/intervals.py
+selection/distributions/pvalue.py
+selection/distributions/tests/__init__.py
+selection/distributions/tests/test_chains.py
+selection/distributions/tests/test_discreteExFam.py
+selection/distributions/tests/test_multiparameter.py
+selection/randomized/__init__.py
+selection/randomized/api.py
+selection/randomized/cv_view.py
+selection/randomized/gen_lasso.py
+selection/randomized/gen_lasso_utils.py
+selection/randomized/lasso.py
+selection/randomized/modelQ.py
+selection/randomized/qp.py
+selection/randomized/query.py
+selection/randomized/randomization.py
+selection/randomized/screening.py
+selection/randomized/selective_MLE_utils.pyx
+selection/randomized/slope.py
+selection/randomized/tests/__init__.py
+selection/randomized/tests/test_BH.py
+selection/randomized/tests/test_genlasso.py
+selection/randomized/tests/test_lasso.py
+selection/randomized/tests/test_marginal_screening.py
+selection/randomized/tests/test_modelQ.py
+selection/randomized/tests/test_multiple_queries.py
+selection/randomized/tests/test_naive.py
+selection/randomized/tests/test_qp.py
+selection/randomized/tests/test_randomization.py
+selection/randomized/tests/test_selective_MLE.py
+selection/randomized/tests/test_selective_MLE_high.py
+selection/randomized/tests/test_selective_MLE_onedim.py
+selection/randomized/tests/test_slope.py
+selection/randomized/tests/test_slope_subgrad.py
+selection/randomized/tests/test_topK.py
+selection/sampling/__init__.py
+selection/sampling/api.py
+selection/sampling/langevin.py
+selection/sampling/sequential.py
+selection/sampling/sqrt_lasso.pyx
+selection/sampling/truncnorm.pyx
+selection/sampling/truncnorm_quadratic.pyx
+selection/sampling/tests/__init__.py
+selection/sampling/tests/plots_fs.py
+selection/sampling/tests/test_fstep_langevin.py
+selection/sampling/tests/test_kfstep.py
+selection/sampling/tests/test_pca_langevin.py
+selection/sampling/tests/test_sample_sphere.py
+selection/sampling/tests/test_sequential.py
+selection/tests/__init__.py
+selection/tests/decorators.py
+selection/tests/flags.py
+selection/tests/instance.py
+selection/tests/test_instance.py
+selection/tests/tests.py
+selection/truncated/F.py
+selection/truncated/T.py
+selection/truncated/__init__.py
+selection/truncated/api.py
+selection/truncated/base.py
+selection/truncated/chi.py
+selection/truncated/gaussian.py
+selection/truncated/tests/__init__.py
+selection/truncated/tests/test_truncated.py
+selection/truncated/tests/test_truncatedFT.py
+selection/utils/__init__.py
+selection/utils/tools.py
+tools/apigen.py
+tools/build_modref_templates.py
+tools/gitwash_dumper.py
+tools/nbtools.py
+tools/noseall_with_coverage
+tools/strip_notebook.py

selection.egg-info/dependency_links.txt

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+

selection.egg-info/not-zip-safe

@@ -0,0 +1 @@
+

selection.egg-info/requires.txt

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+Cython>=0.21
+
+[doc]
+Sphinx>=1.0
+
+[test]
+nose>=0.10.1

selection.egg-info/top_level.txt

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+selection

selection/constraints/affine.py

@@ -452,9 +452,30 @@ def whiten(self):
         """
         sqrt_cov, sqrt_inv = self.covariance_factors()[:2]
 
+        # if np.isnan(sqrt_cov).any():
+        #     print("sqrt cov has nan:", sqrt_cov)
+        # if (sqrt_cov==0).any():
+        #     print("sqrt cov has 0:", sqrt_cov)
+        # if np.isnan(sqrt_inv).any():
+        #     print("sqrt inv has nan:", sqrt_inv)
+        # if (sqrt_inv==0).any():
+        #     print("sqrt inv has 0:", sqrt_inv)
+        # print("linear part", self.linear_part)
+
         new_A = self.linear_part.dot(sqrt_cov)
+        # if np.isnan(new_A).any():
+        #     print("new_A has nan:", new_A)
+        # if (new_A==0).any():
+        #     print("new_A has 0:", new_A)
         den = np.sqrt((new_A**2).sum(1))
+        # if np.isnan(den).any():
+        #     print("den has nan:", den)
+        # if (den==0).any():
+        #     print("den has 0:", den)
+        #     print("sqrt cov col sums:", sqrt_cov.sum(1))
         new_b = self.offset - self.linear_part.dot(self.mean)
+        # if np.isnan(new_b).any():
+        #     print("new_b has nan:", new_b)
         new_con = constraints(new_A / den[:,None], new_b / den)
 
         mu = self.mean.copy()