################################################################################ context("GLASSO") ################################################################################ test_that("regul_glasso() works", { cov <- cov(iris[1:4]) lambda <- 1 / sqrt(nrow(iris)) cov_regul <- regul_glasso(cov, lambda) expect_equal(diag(cov_regul), diag(cov)) expect_lte(max(abs(cov_regul - cov)), lambda * 1.0001) cov_regul2 <- regul_glasso(cov * 10, lambda * 10, tol = 1e-3) expect_equal(cov_regul2, structure(cov_regul * 10, lambda = lambda * 10), tolerance = 1e-4) cov_regul3 <- regul_glasso(cov / 10, lambda / 10, tol = 1e-5) expect_equal(cov_regul3, structure(cov_regul / 10, lambda = lambda / 10), tolerance = 1e-4) expect_error(regul_glasso(as.data.frame(cov), lambda), "Not compatible with requested type") }) ################################################################################