##################################### ## Load stuff for testing purposes ## ##################################### ##- library(glmnet) ##- library(scalreg) ##- ##- setwd("/u/meierluk/R/Pkgs/hdi/pkg/R") ##- ##- source("hdi.R") ##- source("methods.R") ##- source("ridge-proj.R") ##- source("helpers.R") ##- ##- ########################## ##- ## Load riboflavin data ## ##- ########################## ##- ##- load("/u/meierluk/research/annualReview/Rcode/dsmN71.rda") library(hdi) data(riboflavin) x <- riboflavin[,-1] y <- riboflavin[,1] dim(x) ##- [1] 71 4088 length(y) ##- [1] 71 x.use <- x[,1:200] ###################### ## Ridge projection ## ###################### fit.ridge <- ridge.proj(x = x.use, y = y, betainit = "scaled lasso") fit.ridge1 <- ridge.proj(x = x.use + 10^-16, y = y, betainit = "scaled lasso") stopifnot(all.equal(fit.ridge$pval, fit.ridge1$pval)) ## Check standardization fit.ridge2 <- ridge.proj(x = 2 + 4 * x.use, y = y, betainit = "scaled lasso") stopifnot(all.equal(fit.ridge$pval, fit.ridge2$pval)) stopifnot(all.equal(max(abs(range(fit.ridge$bhat / fit.ridge2$bhat - 4))), 0)) ## confidence intervals ci.ridge <- confint(fit.ridge, level = 0.95) ci.ridge2 <- confint(fit.ridge2, level = 0.95) stopifnot(all.equal(ci.ridge, ci.ridge2 * 4)) ######### ## GLM ## #########