tests/testthat/test_glasso_optimizer.R

In MalteLond/rfcd: Random Forest Change Point Detection

context("glasso optimizer")

test_that("line search", {

  x <- readRDS('../data/reference_glasso_x')
  tree_line <- hdcd(x, method = 'glasso', optimizer = 'line_search', delta = 0.1, lambda = 0.1, control = hdcd_control())
  expect_equal(get_change_points_from_tree(tree_line, 'max_gain'), c(39, 70, 108, 128, 148, 176))

})

test_that("section search", {
  
  x <- readRDS('../data/reference_glasso_x')
  tree_section <- hdcd(x, method = 'glasso', optimizer = 'section_search', delta = 0.1, lambda = 0.1, control = hdcd_control(section_search_min_points = 10))
  expect_equal(get_change_points_from_tree(tree_section, 'max_gain'),  c(22, 44, 77, 102, 125, 150, 173))
  
})
  
test_that("two step search", {
  
  x <- readRDS('../data/reference_glasso_x')
  set.seed(0)
  tree_two_step <- hdcd(x, method = 'glasso', optimizer = 'two_step_search', delta = 0.1, lambda = 0.1, control = hdcd_control())
  expect_equal(get_change_points_from_tree(tree_two_step, 'max_gain'), c(22, 46,  70,  98, 128, 164))
  
})