.runThisTest <- Sys.getenv("RunAllRcppTests") == "yes"
if (.runThisTest) {
library(fuser)
# Test of Rcpp code for l1 fusion
set.seed(123)
# Generate simple heterogeneous dataset
k = 4 # number of groups
p = 10001 # number of covariates, high enough to trigger
# calculation of cross-products on the fly
n.group = 500 # number of samples per group
sigma = 0.05 # observation noise sd
groups = rep(1:k, each=n.group) # group indicators
# sparse linear coefficients
beta = matrix(0, p, k)
nonzero.ind = rbinom(p*k, 1, 0.0025/k) # Independent coefficients
nonzero.shared = rbinom(p, 1, 0.0025) # shared coefficients
beta[which(nonzero.ind==1)] = rnorm(sum(nonzero.ind), 1, 0.25)
beta[which(nonzero.shared==1),] = rnorm(sum(nonzero.shared), -1, 0.25)
X = lapply(1:k, function(k.i) matrix(rnorm(n.group*p),n.group, p)) # covariates
y = sapply(1:k, function(k.i) X[[k.i]] %*% beta[,k.i] + rnorm(n.group, 0, sigma)) # response
X = do.call('rbind', X)
# Pairwise Fusion strength hyperparameters (tau(k,k'))
# Same for all pairs in this example
G = matrix(1, k, k)
# Use L1 fusion to estimate betas (with near-optimal sparsity and
# information sharing among groups)
# Note, this will not converge in 500 iterations
beta.estimate = fusedLassoProximal(X, y, groups, lambda=1e-3, num.it=500,
gamma=1e-2, G, intercept=FALSE)
# Check that Rcpp code gives equivalent result
beta.estimate.2 = fusedLassoProximal(X, y, groups, lambda=1e-3, num.it=500,
gamma=1e-2, G, intercept=FALSE, c.flag=TRUE)
test_that("L1 Fusion: Compare Rcpp result with pure R code.", {
expect_lt(mean((c(beta.estimate)-c(beta.estimate.2))^2), 0.005)
})
}
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