Variable selection with M > 100 fails

[lang-benjamin]

The variable selection algorithm does not work in case of M > 100 knockoff generations.

I am using the current development version of knockofftools.

options(clustermq.scheduler = "slurm")
library(clustermq)
#> * Worker disconnect monitor is disabled
#> --- see: https://mschubert.github.io/clustermq/articles/userguide.html#installation
if (!require(knockofftools)) 
  devtools::install_github("Novartis/knockofftools@26010240dac32809570e537829172f4544928499")
#> Loading required package: knockofftools

# Simulate some data (example from predictive variables vignette)
X <- generate_X(n=500, p=10, p_b=0, cov_type="cov_diag", rho=0.2)
lp <- generate_lp(X, p_nn = 5, a=1)
trt = sample(c(1,0), nrow(X), replace=TRUE)
lp.pred = lp + 1*trt*( as.integer(X[,6]>0) + as.integer(X[,7]>0))
y <- lp.pred + rnorm(nrow(X))

# Create knockoffs and apply variable selection algorithm
W <- knockoff.statistics(y=y, X=X, type="regression", statistic = "stat_predictive_causal_forest", trt=trt, M=101)
#> Submitting 101 worker jobs (ID: cmq6451) ...
#> Running 101 calculations (6 objs/70.2 Kb common; 1 calls/chunk) ...
#> Master: [8.7 secs 1.3% CPU]; Worker: [avg 93.9% CPU, max 360.9 Mb]
S = variable.selections(W, level = 1, error.type="pfer") # Does not work (the problem seems to be the find_ratio() function which does not return anything)
#> Warning in rbinom(1, 1, v0 - floor(v0)): NAs produced
#> Error in if (v > 0) {: argument is of length zero

# sessionInfo()
sessionInfo()
#> R version 4.3.2 (2023-10-31)
#> Platform: x86_64-pc-linux-gnu (64-bit)
#> Running under: Ubuntu 22.04.1 LTS
#> 
#> Matrix products: default
#> BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3 
#> LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.20.so;  LAPACK version 3.10.0
#> 
#> locale:
#>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
#>  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
#>  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
#>  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
#>  [9] LC_ADDRESS=C               LC_TELEPHONE=C            
#> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       
#> 
#> time zone: Europe/Dublin
#> tzcode source: system (glibc)
#> 
#> attached base packages:
#> [1] stats     graphics  grDevices utils     datasets  methods   base     
#> 
#> other attached packages:
#> [1] knockofftools_1.0.0 clustermq_0.9.4    
#> 
#> loaded via a namespace (and not attached):
#>  [1] crayon_1.5.3      vctrs_0.6.5       cli_3.6.3         knitr_1.48       
#>  [5] rlang_1.1.4       xfun_0.46         generics_0.1.3    glue_1.7.0       
#>  [9] prettyunits_1.2.0 htmltools_0.5.8.1 hms_1.1.3         fansi_1.0.6      
#> [13] rmarkdown_2.27    evaluate_0.24.0   tibble_3.2.1      fastmap_1.2.0    
#> [17] progress_1.2.3    yaml_2.3.9        lifecycle_1.0.4   compiler_4.3.2   
#> [21] dplyr_1.1.4       codetools_0.2-19  fs_1.6.4          pkgconfig_2.0.3  
#> [25] Rcpp_1.0.13       rstudioapi_0.16.0 digest_0.6.36     R6_2.5.1         
#> [29] tidyselect_1.2.1  reprex_2.1.0      utf8_1.2.4        pillar_1.9.0     
#> [33] magrittr_2.0.3    tools_4.3.2       withr_3.0.0

^{Created on 2024-07-29 with reprex v2.1.0}