Metadata-Version: 2.1
Name: selectinf
Version: 0.1.2
Summary: Testing a fixed value of lambda
Home-page: http://github.org/jonathan.taylor/selective-inference
Author: fixed_lambda developers
Author-email: 
Maintainer: Jonathan Taylor
Maintainer-email: 
License: BSD license
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
Description-Content-Type: text/markdown
Requires-Dist: Cython (>=0.21)
Requires-Dist: scipy (>=0.9)
Provides-Extra: doc
Requires-Dist: Sphinx (>=1.0) ; extra == 'doc'
Provides-Extra: test
Requires-Dist: nose (>=0.10.1) ; extra == 'test'

# 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

```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.

