Add minimal tests

.github/workflows/test.yml

@@ -0,0 +1,27 @@
+name: Run tests
+
+on: 
+  push:
+    branches:
+      - main
+  pull_request:
+
+jobs:
+  test:
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        julia-version: ['1']
+        julia-arch: [x64]
+        os: [ubuntu-latest]
+
+    steps:
+      - uses: actions/checkout@v2
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: ${{ matrix.julia-version }}
+          arch: ${{ matrix.julia-arch }}
+      - uses: julia-actions/julia-buildpkg@v1
+      - uses: julia-actions/julia-runtest@v1
+        # with:
+        #   annotate: true

Project.toml

@@ -12,4 +12,10 @@ StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 
 [compat]
+QuadGK = "2.9"
+SpecialFunctions = "2.3"
+StaticArrays = "1.9"
+StatsFuns = "1.3"
+LinearAlgebra = "1"
+Random = "1"
 julia = "1.10"

README.md

@@ -1,5 +1,19 @@
 # BootstrapAsymptotics
 
+## Algorithms
+
+- Bootstrap
+- Full resampling
+- ?
+
+## State evolutions
+
+|         | Ridge | Logistic |
+| ------- | ----- | -------- |
+| 1 algo  |       |          |
+| 2 algos |       |          |
+| 3 algos |       |          |
+
 ## Notations
 
 - `n`: number of samples

src/ridge/state_evolution.jl

@@ -1,10 +1,10 @@
 ## Update overlaps
 
 function update_overlaps(hatoverlaps::HatOverlaps; λ::Real)
-    (; m̂, Q̂, V̂) = hatoverlaps
-    R = inv(λ * I + V̂)
-    m = R * m̂
-    Q = R * (m̂ * m̂' + Q̂) * R'
+    (; m_hat, Q_hat, V_hat) = hatoverlaps
+    R = inv(λ * I + V_hat)
+    m = R * m_hat
+    Q = R * (m_hat * m_hat' + Q_hat) * R'
     V = R
     return Overlaps(m, Q, V)
 end
@@ -17,22 +17,22 @@ function update_hatoverlaps(
     (; m, Q, V) = overlaps
 
     Q⁻¹ = inv(Q)
-    vstar = ρ - sum(m' * Q⁻¹ * m)
+    v_star = ρ - sum(m' * Q⁻¹ * m)
     B = vcat(m', m') * Q⁻¹ - I
 
-    m̂, Q̂, V̂ = zero(m), zero(Q), zero(V)
+    m_hat, Q_hat, V_hat = zero(m), zero(Q), zero(V)
 
     for p1 in 0:pmax, p2 in 0:pmax
         P = Diagonal(SVector(p1, p2))
         G = inv(I + P * V) * P
         proba = weight_dist(p1, p2)
 
-        m̂ += (α * proba) * (G * SVector(1, 1))
-        Q̂ += (α * proba) * (G * ((vstar + σ²) .+ B * Q * B') * G')
-        V̂ += (α * proba) * G
+        m_hat += (α * proba) * (G * SVector(1, 1))
+        Q_hat += (α * proba) * (G * ((v_star + σ²) .+ B * Q * B') * G')
+        V_hat += (α * proba) * G
     end
 
-    return HatOverlaps(α * m̂, α * Q̂, α * V̂)
+    return HatOverlaps(m_hat, Q_hat, V_hat)
 end
 
 ## State evolution
@@ -49,7 +49,7 @@ function state_evolution(
     max_iteration=100,
 )
     overlaps, hatoverlaps = Overlaps(), HatOverlaps()
-    
+
     for _ in 0:max_iteration
         new_hatoverlaps = update_hatoverlaps(overlaps; weight_dist, α, σ², ρ, pmax)
         new_overlaps = update_overlaps(new_hatoverlaps; λ)

src/utils/types.jl

@@ -16,9 +16,9 @@ struct Overlaps{Vec1<:AbstractVector,Mat1<:AbstractMatrix,Mat2<:AbstractMatrix}
 end
 
 struct HatOverlaps{Vec1<:AbstractVector,Mat1<:AbstractMatrix,Mat2<:AbstractMatrix}
-    m̂::Vec1
-    Q̂::Mat1
-    V̂::Mat2
+    m_hat::Vec1
+    Q_hat::Mat1
+    V_hat::Mat2
 end
 
 function Overlaps()
@@ -29,10 +29,10 @@ function Overlaps()
 end
 
 function HatOverlaps()
-    m̂ = SVector(0.0, 0.0)
-    Q̂ = SMatrix{2,2}(1.0, 0.01, 0.01, 1.0)
-    V̂ = Diagonal(SVector(1.0, 1.0))
-    return HatOverlaps(m̂, Q̂, V̂)
+    m_hat = SVector(0.0, 0.0)
+    Q_hat = SMatrix{2,2}(1.0, 0.01, 0.01, 1.0)
+    V_hat = Diagonal(SVector(1.0, 1.0))
+    return HatOverlaps(m_hat, Q_hat, V_hat)
 end
 
 function relative_difference(overlaps::Overlaps, overlaps_ref::Overlaps)

test/Manifest.toml

@@ -2,7 +2,7 @@
 
 julia_version = "1.10.0"
 manifest_format = "2.0"
-project_hash = "fb067cfbb20385de2ccfb638ba57f270383524bb"
+project_hash = "43e725ec011071cc34d587db20d7f6c50a6b5c58"
 
 [[deps.Aqua]]
 deps = ["Compat", "Pkg", "Test"]
@@ -37,13 +37,15 @@ deps = ["TOML", "UUIDs"]
 git-tree-sha1 = "75bd5b6fc5089df449b5d35fa501c846c9b6549b"
 uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
 version = "4.12.0"
+weakdeps = ["Dates", "LinearAlgebra"]
 
     [deps.Compat.extensions]
     CompatLinearAlgebraExt = "LinearAlgebra"
 
-    [deps.Compat.weakdeps]
-    Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
-    LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+[[deps.CompilerSupportLibraries_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
+version = "1.0.5+1"
 
 [[deps.Crayons]]
 git-tree-sha1 = "249fe38abf76d48563e2f4556bebd215aa317e15"
@@ -116,6 +118,10 @@ version = "1.11.0+1"
 [[deps.Libdl]]
 uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
 
+[[deps.LinearAlgebra]]
+deps = ["Libdl", "OpenBLAS_jll", "libblastrampoline_jll"]
+uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+
 [[deps.Logging]]
 uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
 
@@ -139,6 +145,11 @@ version = "2023.1.10"
 uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
 version = "1.2.0"
 
+[[deps.OpenBLAS_jll]]
+deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
+uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
+version = "0.3.23+2"
+
 [[deps.OrderedCollections]]
 git-tree-sha1 = "dfdf5519f235516220579f949664f1bf44e741c5"
 uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
@@ -231,6 +242,11 @@ deps = ["Libdl"]
 uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
 version = "1.2.13+1"
 
+[[deps.libblastrampoline_jll]]
+deps = ["Artifacts", "Libdl"]
+uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
+version = "5.8.0+1"
+
 [[deps.nghttp2_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"

test/Project.toml

@@ -1,6 +1,7 @@
 [deps]
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
 JuliaFormatter = "98e50ef6-434e-11e9-1051-2b60c6c9e899"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 StableRNGs = "860ef19b-820b-49d6-a774-d7a799459cd3"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

test/ridge.jl

@@ -1,9 +1,15 @@
 using BootstrapAsymptotics
+using LinearAlgebra
+using Test
 
-overlaps, hatoverlaps = state_evolution(Ridge(); weight_dist=indep_poisson, α=1.0, λ=1e-4, σ²=1.0);
-overlaps.m
-overlaps.Q
-overlaps.V
-hatoverlaps.m̂
-hatoverlaps.Q̂
-hatoverlaps.V̂
+overlaps, hatoverlaps = state_evolution(
+    Ridge(); weight_dist=indep_poisson, α=1.0, λ=1e-4, σ²=1.0
+);
+
+@test overlaps.m ≈ [0.631987, 0.631987] rtol = 1e-3
+@test overlaps.Q ≈ [2.34849 1.1545; 1.1545 2.34849] rtol = 1e-3
+@test overlaps.V ≈ Diagonal([3680.13, 3680.13]) rtol = 1e-3
+
+@test hatoverlaps.m_hat ≈ [0.00017173, 0.00017173] rtol = 1e-3
+@test hatoverlaps.Q_hat ≈ [1.43915e-7 5.57537e-8; 5.57537e-8 1.43915e-7] rtol = 1e-3
+@test hatoverlaps.V_hat ≈ Diagonal([0.00017173, 0.00017173]) rtol = 1e-3

test/runtests.jl

@@ -4,6 +4,9 @@ using JuliaFormatter
 using Test
 
 @testset verbose = true "BootstrapAsymptotics" begin
+    @testset "Code quality" begin
+        Aqua.test_all(BootstrapAsymptotics)
+    end
     @testset "Ridge" begin
         include("ridge.jl")
     end