Metadata-Version: 1.1
Name: selectinf
Version: 0.1.3
Summary: Testing a fixed value of lambda
Home-page: http://github.org/jonathan.taylor/selective-inference
Author: Jonathan Taylor
Author-email: UNKNOWN
License: BSD license
Description-Content-Type: UNKNOWN
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
        -------
        
        .. code:: python
        
           git submodule init # travis_tools and C-software
           git submodule update
           pip install -r requirements.txt
           python setup.py install
        
        Potential speedups
        ------------------
        
        -  We can condition on “parts” of each draw of the sampler, in
           particular if we condition on the projection of the rejection
           ``sample - center`` onto direction then resampling on the ray can be
           sped up for some things like LASSO. Could be some cost in power.
        
        -  Learning a higher dimensional function can perhaps save some time –
           proper conditioning has to be checked.
        
        
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
