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
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
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
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
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
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
def test_nominal_intervals():
y, X, beta = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
nom_int = las.nominal_intervals
def test_pvalue():
y, X, beta = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
las.form_constraints()
pval = las.active_pvalues
def test_soln():
y, X, bet = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
beta2 = las.soln
def test_nominal_intervals():
y, X, beta = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
nom_int = las.nominal_intervals
def test_pvalue():
y, X, beta = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
las.form_constraints()
pval = las.active_pvalues
def test_soln():
y, X, bet = sample_lasso(100, 50, 10)
las = lasso(y, X, 4.)
beta2 = las.soln