tests/testthat/test-solvers.R

In SLOPE: Sorted L1 Penalized Estimation

test_that("different solvers return equivalent output", {
  set.seed(853)

  admm <- SLOPE(
    bodyfat$x,
    bodyfat$y,
    solver = "admm",
    tol_rel = 1e-6, tol_abs = 1e-7
  )
  fista <- SLOPE(
    bodyfat$x,
    bodyfat$y,
    solver = "fista",
    tol_rel_gap = 1e-9
  )

  expect_equivalent(coef(admm), coef(fista), tol = 1e-3)
})