test_that("crossval_compute returns residuals (w/o instruments)", { # Simulate small dataset X <- matrix(rnorm(100*100), 100, 100) # Simulate features y <- 1 + X %*% (10*runif(100) * (runif(100) < 0.05)) + rnorm(100) # Define arguments test_sample <- sample(1:length(y), 33) learner <- list(fun = ols) # Compute cross-validation instance oos_resid <- crossval_compute(test_sample, learner, y, X, Z = NULL) # Check output with expectations expect_equal(length(oos_resid), 33) })#TEST_THAT test_that("crossval returns residuals by learner (w/o instruments)", { # Simulate small dataset X <- cbind(1, matrix(rnorm(100*99), 100, 99)) # Simulate features nonzero_X <- (runif(100) < 0.05) y <- X %*% (10*runif(100) * nonzero_X) + rnorm(100) # Define arguments learners <- list(list(fun = ols), list(fun = ols), list(fun = ols, assign_X = which(nonzero_X))) # Compute cross-validation instance cv_res <- crossval(y, X, Z = NULL, learners, cv_folds = 3, silent = T) # Check output with expectations expect_equal(dim(cv_res$oos_resid), c(length(y), length(learners))) })#TEST_THAT test_that("crossval returns residuals by learner in correct order", { # Simulate small dataset n <- 147 X <- matrix(rnorm(n * 10), n, 10) y <- rowSums(X[, 1:3]) + rnorm(n) # split data to two folds and compute residuals manually subsample_list <- generate_subsamples(n, 2) oos_res_cv <- matrix(0, n, 2) for(i in seq_along(subsample_list)) { idx_i <- subsample_list[[i]] # ols 1 ols_fit <- ols(y[-idx_i], X[-idx_i, 1:5]) oos_res_cv[idx_i, 1] <- y[idx_i] - X[idx_i, 1:5] %*% ols_fit$coef # ols 1 ols_fit <- ols(y[-idx_i], X[-idx_i, 1:10]) oos_res_cv[idx_i, 2] <- y[idx_i] - X[idx_i, 1:10] %*% ols_fit$coef }#FOR # Compute cross-validation with crossval using the same subsamples cv_res <- crossval(y, X, learners = list(list(fun = ols, assign_X = c(1:5)), list(fun = ols, assign_X = c(1:10))), cv_subsamples = subsample_list, silent = T) # Check output with expectations expect_equal(round(cv_res$oos_resid[, 1], 3), round(oos_res_cv[, 1], 3)) expect_equal(round(cv_res$oos_resid[, 2], 3), round(oos_res_cv[, 2], 3)) })#TEST_THAT test_that("crossval returns residuals by learner (w/ instruments)", { # Simulate small dataset X <- cbind(1, matrix(rnorm(100*39), 100, 39)) Z <- matrix(rnorm(100*10), 100, 10) D <- X %*% runif(40) + Z %*% c(1, runif(9)) + rnorm(100) # Define arguments learners <- list(list(fun = ols), list(fun = ols), list(fun = mdl_glmnet)) # Compute cross-validation instance cv_res <- crossval(D, X, Z, learners, cv_folds = 3, silent = T) # Check output with expectations expect_equal(all(round(cv_res$oos_resid[, 1], 3) == round(cv_res$oos_resid[, 2], 3)), TRUE) })#TEST_THAT