tests/testthat/test_elbo.R

In stephenslab/ebmr.alpha: Empirical Bayes Multiple Regression

test_that("elbo computation matches log likelihood for ridge",{
  set.seed(100)
  sd = 10
  n = 20
  p = 30
  X = matrix(rnorm(n*p),ncol = p)
  btrue = rnorm(p)
  y = drop(X %*% btrue + sd*rnorm(n))
  suppressWarnings(fit.grr <- ebmr(X,y,ebnv_fn = ebnv.pm))
  expect_equal(elbo(fit.grr),compute.ridge.loglik(fit.grr))
})