# -------------------------------------------------- # Test Script - Output from cv.SplitGLM Function # -------------------------------------------------- # Required libraries library(mvnfast) library(robStepSplitReg) # Context of test script context("Verify output of robStepSplitReg function.") # There should be an error if we want to compute the IF TS, and no returns are provided test_that("Error in the robStepSplitReg function.", { # Simulation parameters n <- 50 p <- 500 rho <- 0.5 p.active <- 100 snr <- 3 contamination.prop <- 0.2 # Setting the seed set.seed(0) # Simulation of beta vector true.beta <- c(runif(p.active, 0, 5)*(-1)^rbinom(p.active, 1, 0.7), rep(0, p - p.active)) # Simulation of uncontaminated data sigma.mat <- matrix(0, nrow = p, ncol = p) sigma.mat[1:p.active, 1:p.active] <- rho diag(sigma.mat) <- 1 x <- mvnfast::rmvn(n, mu = rep(0, p), sigma = sigma.mat) sigma <- as.numeric(sqrt(t(true.beta) %*% sigma.mat %*% true.beta)/sqrt(snr)) y <- x %*% true.beta + rnorm(n, 0, sigma) # Contamination of data contamination_indices <- 1:floor(n*contamination.prop) k_lev <- 2 k_slo <- 100 x_train <- x y_train <- y beta_cont <- true.beta beta_cont[true.beta!=0] <- beta_cont[true.beta!=0]*(1 + k_slo) beta_cont[true.beta==0] <- k_slo*max(abs(true.beta)) for(cont_id in contamination_indices){ a <- runif(p, min = -1, max = 1) a <- a - as.numeric((1/p)*t(a) %*% rep(1, p)) x_train[cont_id,] <- mvnfast::rmvn(1, rep(0, p), 0.1^2*diag(p)) + k_lev * a / as.numeric(sqrt(t(a) %*% solve(sigma.mat) %*% a)) y_train[cont_id] <- t(x_train[cont_id,]) %*% beta_cont } # # Ensemble models # ensemble_fit <- robStepSplitReg(x_train, y_train, # n_models = 5, # model_saturation = c("fixed", "p-value")[1], # alpha = 0.05, model_size = n - 1, # robust = TRUE, # compute_coef = TRUE, # en_alpha = 1/4) # # # Ensemble coefficients # ensemble_coefs <- coef(ensemble_fit, group_index = 1:ensemble_fit$n_models) # sens_ensemble <- sum(which((ensemble_coefs[-1]!=0)) <= p.active)/p.active # spec_ensemble <- sum(which((ensemble_coefs[-1]!=0)) <= p.active)/sum(ensemble_coefs[-1]!=0) # # # Simulation of test data # m <- 2e3 # x_test <- mvnfast::rmvn(m, mu = rep(0, p), sigma = sigma.mat) # y_test <- x_test %*% true.beta + rnorm(m, 0, sigma) # # # Prediction of test samples # ensemble_preds <- predict(ensemble_fit, newx = x_test, # group_index = 1:ensemble_fit$n_models, # dynamic = FALSE) # mspe_ensemble <- mean((y_test - ensemble_preds)^2)/sigma^2 expect_vector(numeric(ncol(x_train)+1)) })