Nothing
context("Low rank regression")
test_that("Testing if MOSS gives same results than matrix general LM", {
set.seed(42)
X <- matrix(stats::rnorm(1000), 10, 100)
y <- X[, 1:5] %*% rep(50, 5) + stats::rnorm(10, sd = 0.05)
b.prod <- crossprod(MASS::ginv(crossprod(X)), crossprod(X, y))
b.moss <- moss(
data.blocks = list(y, X), scale.arg = F,
resp.block = 1,
method = "lrr",
K.X = 10,
K.Y = 1
)$B
expect_equal(cor(b.prod, b.moss), matrix(1, 1, 1))
})
test_that("Testing if MOSS gives same results than matrix general LM
(multivariate multiple regression)", {
sim_data <- simulate_data()
sim_blocks <- sim_data$sim_blocks
X <- sim_blocks$`Block 1`
y <- sim_blocks$`Block 3`
b.prod <- crossprod(MASS::ginv(crossprod(X)), crossprod(X, y))
b.moss <- moss(
data.blocks = list(y, X), scale.arg = F, norm.arg = F,
resp.block = 1,
method = "lrr",
K.X = min(dim(X)),
K.Y = min(dim(X), dim(y))
)$B
expect_equal(cor(b.prod[, 1], b.moss[, 1]), 1)
})
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