wfithian / sequential-selection Goto Github PK

It seems some of the code depends on the selective inference package from a local library.

The file sequential-selection/code/R/robsCodeTab1.R on line 3 references

library(selectiveInference,lib.loc="/Users/tibs/dropbox/git/R/mylib")

I believe this local library contains the function on line 35:

a=forwardStep(x,y,sigma=s)

which does not available in the selectiveInference R package on CRAN or github.

Any help would be appreciated.

I have looked in your code for a function applying the max-t or max-z test to a lasso (preferably), lar, forward stagewise or forward stepwise model fit.
I did not find a suitable function there.

forwardStepMaxtInf() from exact.R
This seems to be the right function
However it takes as input fsfit presumably a forward stepwise fit object
It references fsfit$pred
$pred is not part of the selectiveInference:: fs() return object
In RobsCodeTab1.R the forward stepwise model fit is generated via forwardStep() not fs(), but forwardStep() is not part of the released selectiveInference library

PS:
exactLassoStepInf () from exact.R
This must be broken. It doesn't use its input variable larfit, possibly miscalls it lar.

regards
Desmond