R Under development (unstable) (2025-04-16 r88149 ucrt) -- "Unsuffered Consequences"
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> #####################################
> ## 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)
Loading required package: scalreg
Loading required package: lars
Loaded lars 1.3

> 
> data(riboflavin)
> 
> x <- riboflavin[,-1]
> y <- riboflavin[,1]
> 
> dim(x)
[1]   71 4088
> ##- [1]   71 4088
> length(y)
[1] 71
> ##- [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 ##
> #########
> 
> 
> 
> 
> proc.time()
   user  system elapsed 
   3.81    0.70    4.50