# gglasso doesn't apply standardisation, so can't compare directly with standardisation test_that("solution reduces to grplasso when alpha=0 and constant weights, with uneven groups, with no intercept and standardisation", { skip_if_not_installed("gglasso") groups = c(rep(1:5, each=3), rep(6:11, each=4), rep(12:16, each=5), rep(17:22,each=6)) p=100 n=50 data = gen_toy_data(p=p,n=n,rho = 0,seed_id = 3,grouped = TRUE,groups = groups,group_sparsity=0.2,var_sparsity=1,orthogonal = FALSE) X = data$X y = data$y lambda = 0.8 sgs = fit_sgs(X=X,y=y, groups=groups, type="linear", lambda=1, alpha=0, vFDR=0.1,standardise="none", gFDR=0.1,intercept=FALSE,v_weights=rep(0,p),w_weights=rep(lambda,length(table(groups)))) gglasso = gglasso::gglasso(x=X,y=y, group=groups, lambda=lambda,intercept=FALSE,eps=1e-5, loss="ls",pf=sqrt(table(groups))) gglasso_cost = sgs_convex_opt(X=X,y=y,beta=gglasso$beta,num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=FALSE) sgs_cost = sgs_convex_opt(X=X,y=y,beta=as.matrix(sgs$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=FALSE) expect_equivalent(gglasso$beta, as.matrix(sgs$beta), tol = 1e-3 ) expect_equivalent(gglasso_cost,sgs_cost,tol=1e-3) }) test_that("solution reduces to grplasso when alpha=0 and constant weights, with even groups, with no intercept and standardisation", { skip_if_not_installed("gglasso") groups = rep(1:20,each=5) p=100 n=50 data = gen_toy_data(p=p,n=n,rho = 0,seed_id = 3,grouped = TRUE,groups = groups,group_sparsity=0.2,var_sparsity=1,orthogonal = FALSE) X = data$X y = data$y lambda = 0.8 sgs = fit_sgs(X=X,y=y, groups=groups, type="linear", lambda=1, standardise="none", alpha=0, vFDR=0.1, gFDR=0.1,intercept=FALSE,v_weights=rep(0,p),w_weights=rep(lambda,length(table(groups)))) gglasso = gglasso::gglasso(x=X,y=y, group=groups, lambda=lambda,intercept=FALSE,eps=1e-5, loss="ls",pf=sqrt(table(groups))) gglasso_cost = sgs_convex_opt(X=X,y=y,beta=gglasso$beta,num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=FALSE) sgs_cost = sgs_convex_opt(X=X,y=y,beta=as.matrix(sgs$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=FALSE) expect_equivalent(gglasso$beta, as.matrix(sgs$beta), tol = 1e-3 ) expect_equivalent(gglasso_cost,sgs_cost,tol=1e-3) }) test_that("solution reduces to grplasso when alpha=0 and constant weights, with uneven groups, with intercept but no standardisation", { skip_if_not_installed("gglasso") groups = c(rep(1:5, each=3), rep(6:11, each=4), rep(12:16, each=5), rep(17:22,each=6)) p=100 n=50 data = gen_toy_data(p=p,n=n,rho = 0,seed_id = 4,grouped = TRUE,groups = groups,group_sparsity=0.2,var_sparsity=1,orthogonal = FALSE) X = data$X y = data$y lambda = 0.8 sgs = fit_sgs(X=X,y=y, groups=groups, type="linear", lambda=1, alpha=0, vFDR=0.1,standardise="none", gFDR=0.1,intercept=TRUE,v_weights=rep(0,p),w_weights=rep(lambda,length(table(groups)))) gglasso = gglasso::gglasso(x=X,y=y, group=groups, lambda=lambda,intercept=TRUE,eps=1e-5, loss="ls",pf=sqrt(table(groups))) gglasso_cost = sgs_convex_opt(X=X,y=y,beta=c(gglasso$b0, gglasso$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=TRUE) sgs_cost = sgs_convex_opt(X=X,y=y,beta=as.matrix(sgs$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=TRUE) expect_equivalent(c(gglasso$b0, gglasso$beta), as.matrix(sgs$beta), tol = 1e-3 ) expect_equivalent(gglasso_cost,sgs_cost,tol=1e-3) }) test_that("solution reduces to grplasso when alpha=0 and constant weights, with even groups, with intercept but no standardisation", { skip_if_not_installed("gglasso") groups = rep(1:20,each=5) p=100 n=50 data = gen_toy_data(p=p,n=n,rho = 0,seed_id = 100,grouped = TRUE,groups = groups,group_sparsity=0.2,var_sparsity=1,orthogonal = FALSE) X = data$X y = data$y lambda = 0.8 sgs = fit_sgs(X=X,y=y, groups=groups, type="linear", lambda=1,standardise="none", alpha=0, vFDR=0.1, gFDR=0.1,intercept=TRUE,v_weights=rep(0,p),w_weights=rep(lambda,length(table(groups)))) gglasso = gglasso::gglasso(x=X,y=y, group=groups, lambda=lambda,intercept=TRUE,eps=1e-5, loss="ls",pf=sqrt(table(groups))) gglasso_cost = sgs_convex_opt(X=X,y=y,beta=c(gglasso$b0, gglasso$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=TRUE) sgs_cost = sgs_convex_opt(X=X,y=y,beta=as.matrix(sgs$beta),num_obs=n,gslope_seq=sgs$w_weights,slope_seq=sgs$v_weights,groups=groups, intercept=TRUE) expect_equivalent(c(gglasso$b0, gglasso$beta), as.matrix(sgs$beta), tol = 1e-3 ) expect_equivalent(gglasso_cost,sgs_cost,tol=1e-3) })