context("test_mvtb_covex")
k <- 3
q <- 3
p <- 1
n <- 1000
B <- matrix(0,p,q)
B[1,c(1,3)] <- 1
X <- matrix(rnorm(n),n,1)
Y <- X %*% B
test_that("mvtb.covex", {
out <- mvtb(Y=Y, X=X)
y <- Y[,1]
x <- X[,1]
o <- mvtb(Y=y, X=x)
covex <- mvtb.covex(out, Y=Y, X=X)
expect_output(print(covex),"")
expect_equal(dim(covex), c((q*(q+1))/2, p))
expect_is(mvtb.covex(out,Y=Y,X=X),"matrix")
expect_is(mvtb.covex(o, Y=y, X=x),"matrix")
expect_is(mvtb.covex(o, Y=y, X=x, iter.details=T),"list")
})
test_that("covex-exact", {
Xb <- ifelse(X < .5,0,1)
Y <- Xb %*% B
a <- stats::cov(Y)[1,3]
out <- mvtb(Y=Y, X=Xb, shrinkage=1, n.trees=100)
covex <- mvtb.covex(Y=Y,X=Xb,out)
expect_equal(covex[covex > .01],rep(a,3), tolerance=1E-10)
})
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