Nothing
test_that("unregularized logistic regression matches output from glm()", {
set.seed(1)
X <- scale(matrix(rnorm(3000), ncol = 3))
x1 <- X[, 1]
x2 <- X[, 2]
x3 <- X[, 3]
z <- 1 + 2*x1 + 3*x2 + x3
pr <- 1/(1 + exp(-z))
y <- rbinom(1000, 1, pr)
df <- data.frame(y = y, x1 = x1, x2 = x2)
glm_fit <- glm(y ~ x1 + x2 + x3, data = df, family = "binomial")
g_model <- owl(cbind(x1, x2, x3), y,
family = "binomial",
diagnostics = TRUE,
sigma = 0)
expect_equivalent(coef(glm_fit),
coef(g_model),
tol = 0.01)
})
test_that("regularized slope logistic regression picks out correct features", {
set.seed(2)
p <- 10
n <- 200
k <- 3
x <- matrix(rnorm(p*n), n, p)
# x <- scale(x)
beta <- double(p)
nz <- sample(p, k)
beta[nz] <- 10
z <- x %*% beta + 1
prob <- 1 / (1 + exp(- z))
y <- rbinom(n, 1, prob)
owl_fit <- owl(x, y, family = "binomial", sigma = 1)
expect_setequal(nz, which(owl_fit$nonzeros))
})
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