Nothing
test_that('Markov chain knockoffs have the right correlation structure', {
p=20; # Number of variables in the model
K=3; # Number of possible states for each variable
# Marginal distribution for the first variable
pInit = rep(1/K,K)
# Create p-1 transition matrices
Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
for(j in 1:(p-1)) {
Q[j,,] = Q[j,,] + diag(rep(1,K))
Q[j,,] = Q[j,,] / rowSums(Q[j,,])
}
X = sampleDMC(pInit, Q, n=100000)
Xk = knockoffDMC(X, pInit, Q, display_progress=F)
expect_knockMatch(X, Xk, tolMeans=1e-2, tolCorr=1e-2)
})
test_that('Hidden Markov model knockoffs have the right correlation structure', {
p=20; # Number of variables in the model
K=5; # Number of possible states for each variable
M=3; # Number of possible emission states for each variable
# Marginal distribution for the first variable
pInit = rep(1/K,K)
# Create p-1 transition matrices
Q = array(stats::runif((p-1)*K*K),c(p-1,K,K))
rho = stats::runif(p-1, min = 1, max = 50)
for(j in 1:(p-1)) {
Q[j,,] = Q[j,,] + rho[j] * diag(rep(1,K))
Q[j,,] = Q[j,,] / rowSums(Q[j,,])
}
# Create p emission matrices
pEmit = array(stats::runif(p*M*K),c(p,M,K))
for(j in 1:p) { pEmit[j,,] = sweep(pEmit[j,,],2,colSums(pEmit[j,,]),`/`) }
X = sampleHMM(pInit, Q, pEmit, n=500000)
Xk = knockoffHMM(X, pInit, Q, pEmit, display_progress=F)
expect_knockMatch(X, Xk, tolMeans=1e-2, tolCorr=1e-2)
})
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