tests/test.R

In shuanggema/robHD: Robust high-dimensional data analysis

library(robHD)
x = matrix(rnorm(20000), nrow = 100)
b = c(0.5, 1, -1, 2, -0.5, rep(0, 195))
y = crossprod(t(x), b) + rnorm(100, 0, 1)
delta = rbinom(100, 1, .7)
res = robHD(x, y, delta, theta = c(10, 20))

x = matrix(rnorm(40000), nrow = 200)
b = c(1, 1, 1, 1, -1, rep(0, 195))
y = log(exp(crossprod(t(x), b)) + rweibull(200, 4, 4))
delta = rbinom(200, 1, .5)
res = robHD(x, y, delta, theta = c(1, 10, 100))