test_that("sgd_lm studentize matters", { n = 1e05 p = 5 bt0 = rep(5,p) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat, studentize=TRUE) out2 = sgd_lm(y~., data=my.dat, studentize=FALSE) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm no_studentize matters", { n = 1e05 p = 5 bt0 = rep(5,p) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat) out2 = sgd_lm(y~., data=my.dat, no_studentize=1e06) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm intercept matters 1", { n = 1e05 p = 5 bt0 = rep(5,p) x = matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat) out2 = sgd_lm(y~., data=my.dat, intercept=FALSE) check = max(abs(out1$coefficients[-1] - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm intercept matters 2", { n = 1e05 p = 5 bt0 = rep(5,p) x = matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat, studentize=FALSE) out2 = sgd_lm(y~., data=my.dat, studentize=FALSE, intercept=FALSE) check = max(abs(out1$coefficients[-1] - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm bt_start matters", { n = 1e05 p = 5 bt0 = rep(5,p) x = matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat) out2 = sgd_lm(y~., data=my.dat, bt_start=bt0) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm burn matters 1", { n = 1e05 p = 5 bt0 = rep(5,p) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat) out2 = sgd_lm(y~., data=my.dat, burn=100) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm burn matters 2", { n = 1e05 p = 5 bt0 = rep(5,p) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat, studentize=FALSE) out2 = sgd_lm(y~., data=my.dat, burn=100, studentize=FALSE) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm with scalar X", { n = 1e05 p = 2 bt0 = rep(5,2) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat, studentize=TRUE) out2 = sgd_lm(y~., data=my.dat, studentize=FALSE) check = max(abs(out1$coefficients - out2$coefficients)) expect_false(check==0) }) test_that("sgd_lm with scalar X with/out intercept", { n = 1e05 p = 2 bt0 = c(0,5) x = 2*matrix(rnorm(n*(p-1)), n, (p-1)) y = cbind(1,x) %*% bt0 + rnorm(n) my.dat = data.frame(y=y, x=x) out1 = sgd_lm(y~., data=my.dat, intercept=TRUE) out2 = sgd_lm(y~., data=my.dat, intercept=FALSE) check = max(abs(out1$coefficients[-1] - out2$coefficients)) expect_false(check==0) })