Nothing
test_that("lasso and slope fits are equivalent if all lambda are equal", {
set.seed(1)
xy <- SLOPE:::randomProblem(100, 10)
x <- xy$x
y <- xy$y
lambda <- 0.6
lasso_coef <-
new(
"dgCMatrix",
i = c(0L, 2L, 3L),
p = c(0L, 3L),
Dim = c(
11L,
1L
),
Dimnames = list(
c(
"(Intercept)",
"V1",
"V2",
"V3",
"V4",
"V5",
"V6",
"V7",
"V8",
"V9",
"V10"
),
"s0"
),
x = c(
-0.0560909669856042,
2.25670882779904,
-2.41538332234389
),
factors = list()
)
slope <- SLOPE(
x,
y,
center = FALSE,
scale = FALSE,
lambda = rep(lambda, ncol(x)),
alpha = 1
)
slope_coef <- coef(slope)
expect_equivalent(lasso_coef, slope_coef, tol = 1e-3)
})
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