think ll makes more sense now, but added a breaking weibull test

better · Jul 23, 2019 · d9c229f · d9c229f
1 parent 386baf1
commit d9c229f
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diff --git a/convoys/regression.py b/convoys/regression.py
@@ -42,7 +42,7 @@ def generalized_gamma_loss(x, X, B, T, W, fix_k, fix_p,
     elif flavor == 'linear':  # L2 loss, linear
         c = dot(X, beta)+b
         LL_observed = -(1 - c)**2 + log_pdf
-        LL_censored = -c**2 * cdf - (1 - c)**2 * (1 - cdf)
+        LL_censored = -c**2 * cdf
 
     LL_data = sum(
         W * B * LL_observed +

diff --git a/test_convoys.py b/test_convoys.py
@@ -127,6 +127,13 @@ def test_weibull_regression_model(cs=[0.3, 0.5, 0.7],
         x = [int(r == j) for j in range(len(cs))]
         assert 0.80 * c < model.cdf(x, float('inf')) < 1.30 * c
 
+    # Fit a linear model
+    model = convoys.regression.Weibull(ci=False, flavor='linear')
+    model.fit(X, B, T)
+    model_cs = model.params['map']['b'] + model.params['map']['beta']
+    for model_c, c in zip(model_cs, cs):
+        assert 0.8 * c < model_c < 1.2 * c
+
 
 @flaky.flaky
 def test_gamma_regression_model(c=0.3, lambd=0.1, k=3.0, n=10000):