tests/testthat/test-estimate_noise_gp.R

In GPCERF: Gaussian Processes for Estimating Causal Exposure Response Curves

test_that("estimate_noise_gp works as expected", {

  set.seed(1099)
  data <- generate_synthetic_data(sample_size = 100, gps_spec = 3)


  # Estimate GPS function
  gps_m <- estimate_gps(cov_mt = data[, -(1:2)],
                        w_all = data$treat,
                        sl_lib = c("SL.xgboost"),
                        dnorm_log = FALSE)

  gps <- gps_m$gps$gps
  e_gps_pred <- gps_m$gps$e_gps_pred
  e_gps_std <- gps_m$gps$e_gps_std

  kernel_fn <- function(x) exp(-x ^ 2)
  hyperparam <- c(0.1, 0.2, 1)

  alpha <- hyperparam[1]
  beta  <- hyperparam[2]
  g_sigma <- hyperparam[3]

  w_obs <- data[[2]]

  scaled_obs <- cbind(w_obs * sqrt(1 / alpha), gps * sqrt(1 / beta))
  sigma_obs <- g_sigma * kernel_fn(as.matrix(dist(scaled_obs))) +
               diag(nrow(scaled_obs))
  inv_sigma_obs <- compute_inverse(sigma_obs)

  noise_est <- estimate_noise_gp(data = data$Y,
                                 sigma_obs = sigma_obs,
                                 inv_sigma_obs = inv_sigma_obs)

  expect_equal(length(noise_est), 1)
})