tests/testthat/test-path-behavior.R

In SLOPE: Sorted L1 Penalized Estimation

test_that("regularization path correctly stops if max_variables reached", {
  x <- scale(heart$x)
  y <- heart$y

  fit <- SLOPE(
    x,
    y,
    family = "binomial",
    max_variables = 10,
    intercept = FALSE,
    lambda = "bh"
  )

  path_length <- length(fit$alpha)

  n_var <- sum(unique(abs(signif(coef(fit)[, path_length - 1])), 4) != 0)

  expect_lte(n_var, 10)
})