Nothing
test_that("find_best_reconstruction_QP", {
set.seed(888)
sig.u <-
do.call(
cbind,
lapply(1:6, function(x) {
col <- runif(n = 96)
col / sum(col)
})
)
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u[, 2:6]
)
expect_equal(
rr,
list(
optimized.exposure = c(
v1 = 0.15100782248532,
v2 = 0.216715787651364,
v3 = 0.190986121767107,
v4 = 0.14072657060392,
v5 = 0.300563697492289
), similarity = 0.847331210949624,
method = "cosine",
reconstruction = structure(c(
0.0114301662612459,
0.00930436510859448,
0.0074161436170659,
0.0112616507496499,
0.0142365233046149,
0.00947023062560497,
0.0118021507152194,
0.0125194374366477,
0.0129260361840166,
0.0121205485784564,
0.010491790982315,
0.0104834605880442,
0.0105645559676245,
0.00878452831437535,
0.0126896398110211,
0.0101899205376878,
0.00741185519389706,
0.00698592001858054,
0.0128991828112455,
0.0132914656757937,
0.011600903212254,
0.00536991644041083,
0.0144778106835582,
0.00953147285904634,
0.00985185323466777,
0.0144713532991607,
0.00948832295323217,
0.00690009978121278,
0.0119508121964186,
0.0104972742364501,
0.0102638006148984,
0.0138873314899848,
0.0105839266279803,
0.00866885650161204,
0.00676645922656508,
0.00348195211337881,
0.0127799429718048,
0.00862274905146506,
0.0106942170440089,
0.00862956093497951,
0.00567884042557004,
0.00876632060998466,
0.0121672853029233,
0.0124422815248175,
0.0101161441667255,
0.00573371022378743,
0.0162842556698925,
0.0118803279503694,
0.00382185550276588,
0.00832062913448072,
0.0124614098460189,
0.0097107613579708,
0.011909626790727,
0.0105012761484405,
0.00989692651174801,
0.010076048958225,
0.011447909703729,
0.0133516888304257,
0.013623531220678,
0.0118797394773824,
0.00988570503383117,
0.00852771123995669,
0.00883927400252175,
0.0089887892729293,
0.00970027497555247,
0.00950280040328765,
0.00694460555824382,
0.0117795801886014,
0.0133743291903742,
0.00910092927322117,
0.00901008290842858,
0.00375733664535858,
0.00796874516310526,
0.0136151912782524,
0.0130762559200139,
0.0143103176979921,
0.0147036902622388,
0.00900468467080779,
0.015480426443105,
0.00764010252394804,
0.0109516673986416,
0.0123181852710029,
0.00906527020041983,
0.00862919066174099,
0.00598805037626349,
0.0114947802491387,
0.00867268141617396,
0.0113116101254132,
0.0138281309934426,
0.0130075749741592,
0.00735643639507294,
0.014818450208473,
0.0109799099080076,
0.00835375535725459,
0.0132274792249734,
0.00991723727659945
), dim = c(96L, 1L))
)
)
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u[, 2:6],
max.subset.size = 3
)
expect_equal(
rr,
list(
optimized.exposure = c(
v2 = 0.267215342016367,
v3 = 0.289072108160467,
v5 = 0.443712549823166
), similarity = 0.839743758070699,
method = "cosine",
reconstruction = structure(c(
0.0131794861258625,
0.00983448295983261,
0.00572335151157299,
0.0134853032917738,
0.0145384043596867,
0.0113391644097275,
0.0116559384109017,
0.0101975953713167,
0.0130467058223496,
0.0117855684217141,
0.0107120316740257,
0.011460306330195,
0.00890558832043344,
0.00514048533430389,
0.0116381105909288,
0.0116404811186833,
0.00546142115930562,
0.00674022268552827,
0.0118256881451552,
0.0142289332725277,
0.0105109295734019,
0.00359371611560218,
0.0165412230201609,
0.00773111457785127,
0.011508466221684,
0.0148090609171795,
0.00968210084529323,
0.00708867254189799,
0.0126776022787511,
0.0135235876223755,
0.0126313870149844,
0.01452302525738,
0.00743079187299465,
0.00868588177860022,
0.00692856025127275,
0.00318813745932332,
0.0122814028359799,
0.00734434351773129,
0.0103045141723694,
0.00764417408733278,
0.00469108995897255,
0.00838542450703732,
0.0131499241040397,
0.0104828017715111,
0.00743894934184092,
0.00467034718383408,
0.018538468111786,
0.0127896178314182,
0.00356449123536001,
0.00954055037221101,
0.0111041713011115,
0.0127383962453531,
0.0131742013702727,
0.0117257752747923,
0.0107927538299954,
0.00728249789203264,
0.0104853666881542,
0.0151965432386596,
0.0113997342479826,
0.0121331317608839,
0.013143569877489,
0.00912447835163267,
0.0096319331775115,
0.00972497426328114,
0.00940840913077881,
0.0102198917063494,
0.0083145860724812,
0.0105713092099967,
0.0152150496683584,
0.00745275361534201,
0.00815435774752824,
0.00326598410337081,
0.00949323391029848,
0.0123585322734344,
0.0120070027531501,
0.0149072370173705,
0.0145304826652495,
0.00701690069924947,
0.0167812435389489,
0.0070727176776673,
0.0116089761771863,
0.0135476994570963,
0.00705429200073626,
0.00673989796253599,
0.00442985508832294,
0.0112589604590027,
0.00795252795882955,
0.0116317605492334,
0.0138727370719682,
0.0136995458759461,
0.00963151925833436,
0.0152843062480631,
0.0134253750132936,
0.00863341724734529,
0.0144420159979179,
0.00794026862945921
), dim = c(96L, 1L))
)
)
})
# cat(gsub("(\\d),", "\\1,\n", foo, perl = TRUE))
test_that("find_best_reconstruction_QP boundary tests", {
set.seed(888)
sig.u <-
do.call(
cbind,
lapply(1:6, function(x) {
col <- runif(n = 96)
col / sum(col)
})
)
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u
)
expect_equal(rr$optimized.exposure, c(v1 = 1))
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u,
max.subset.size = 2
)
expect_equal(rr$optimized.exposure, c(v1 = 1))
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u[, 1, drop = FALSE]
)
expect_equal(rr$optimized.exposure, c(v1 = 1))
rr <- find_best_reconstruction_QP(
target.sig = sig.u[, 1, drop = FALSE],
sig.universe = sig.u * 2
)
expect_equal(rr$optimized.exposure, numeric())
expect_error( # not positive definite matrix error
find_best_reconstruction_QP(
target.sig = sig.u[, 3, drop = FALSE],
sig.universe = cbind(
sig.u[, 1, drop = FALSE],
sig.u[, 1:2, drop = FALSE]
)
)
)
su <- matrix(c(1, 0, 0, 1, 0.5, 0.5), nrow = 2)
expect_error( # not positive definite matrix error
find_best_reconstruction_QP(target.sig = c(10, 10), sig.universe = su)
)
})
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