tests/testthat/test-lasso.R

In jolars/SLOPE: Sorted L1 Penalized Estimation

test_that("lasso and slope fits are equivalent if all lambda are equal", {
  set.seed(1)
  xy <- SLOPE:::randomProblem(100, 10)
  x <- xy$x
  y <- xy$y

  lambda <- 0.6

  lasso_coef <-
    new("dgCMatrix", i = c(0L, 2L, 3L), p = c(0L, 3L), Dim = c(
      11L,
      1L
    ), Dimnames = list(c(
      "(Intercept)", "V1", "V2", "V3", "V4",
      "V5", "V6", "V7", "V8", "V9", "V10"
    ), "s0"), x = c(
      -0.0560909669856042,
      2.25670882779904, -2.41538332234389
    ), factors = list())

  slope <- SLOPE(
    x,
    y,
    center = FALSE,
    scale = FALSE,
    lambda = rep(lambda, ncol(x)),
    alpha = 1
  )

  slope_coef <- coef(slope)

  expect_equivalent(lasso_coef, slope_coef, tol = 1e-3)
})