Пример #1
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def test_constraints():
    y, X, beta = sample_lasso(100, 50, 10)
    las = lasso(y, X, 4.)
    las.fit()
    las.form_constraints()
    active = las.active_constraints
    inactive = las.inactive_constraints
    const = las.constraints
Пример #2
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def test_intervals(n=100, p=20, m=5, n_test = 10):
    t = []
    for i in range(n_test):
        y, X, beta = sample_lasso(n, p, m)
        las = lasso(y, X, 4., sigma = .25)
        las.fit()
        las.form_constraints()
        intervals = las.intervals
        t.append([(beta[I[0]], I[3]) for I in intervals])
    return t
Пример #3
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def test_class(n=100, p=20):
    y = np.random.standard_normal(n)
    X = np.random.standard_normal((n,p))
    lam_theor = np.mean(np.fabs(np.dot(X.T, np.random.standard_normal((n, 1000)))).max(0))
    L = lasso(y,X,lam=0.5*lam_theor)
    L.fit(tol=1.e-7)
    L.form_constraints()
    C = L.constraints

    np.testing.assert_array_less( \
        np.dot(L.constraints.linear_part, L.y),
        L.constraints.offset)

    I = L.intervals
    P = L.active_pvalues

    return L, C, I, P
Пример #4
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def test_nominal_intervals():
    y, X, beta = sample_lasso(100, 50, 10)
    las = lasso(y, X, 4.)
    nom_int = las.nominal_intervals
Пример #5
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def test_pvalue():
    y, X, beta = sample_lasso(100, 50, 10)
    las = lasso(y, X, 4.)
    las.form_constraints()
    pval = las.active_pvalues
Пример #6
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def test_soln():
    y, X, bet = sample_lasso(100, 50, 10)
    las = lasso(y, X, 4.)
    beta2 = las.soln