compIntForFEachSlice: Solve the complement of one slice of the truncation set for...

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function computes one slice of the truncation set for the F statistic, then returns the complement of the truncation set (w.r.t. to \mathbb{R}).

Usage

compIntForFEachSlice(C, coeffs, tol = 1e-08, tol2 = 1e-06)

Arguments

C, coeffs,	the coefficients related to the F statistic.
tol, tol2	the tolerance of roots.

Details

This function is essentially a wrapper function for selectiveInference:::TF_roots, with minor changes so that the function does not stop when the constraint is infeasible (instead, this function returns an empty "Intervals" object). The reason we compute the complement instead of the original solution set is that when taking intersection of multiple sets, the strategy of "taking union of complements, then taking comlement" is substantially faster than taking intersections directly based on the intervals package.

Value

This function returns an "Intervals" object.

References

Tibshirani, R., et al. "selectiveInference: Tools for Post-Selection Inference." R package version 1.3 (2016).

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.