From b157a0b0f3850250ca060e2cb0342d55e9c2e0ba Mon Sep 17 00:00:00 2001 From: getzze Date: Fri, 2 Jun 2023 18:53:40 +0100 Subject: [PATCH] fix typo --- src/linpred.jl | 2 +- test/qreg.jl | 4 ++-- test/robustridge.jl | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/src/linpred.jl b/src/linpred.jl index 79c77bf..4266551 100644 --- a/src/linpred.jl +++ b/src/linpred.jl @@ -103,7 +103,7 @@ leverage_weights(p::LinPred, wt::AbstractVector) = sqrt.(1 .- leverage(p, wt)) else # adjoint of X so R is square # cannot use in-place qr! - F = qr(X) + F = qr(X') end end diff --git a/test/qreg.jl b/test/qreg.jl index 1315480..932dcee 100644 --- a/test/qreg.jl +++ b/test/qreg.jl @@ -13,7 +13,7 @@ end @testset "Argument type: $(typeof(A))" for (A, b) in data_tuples m1 = fit(QuantileRegression, A, b; quantile=τ, verbose=false) m2 = quantreg(A, b; quantile=τ, verbose=false) - @test_nowarn println(m2) + @test_nowarn show(devnull, m2) @test all(coef(m1) .== coef(m2)) # make sure that it is not a TableRegressionModel @@ -74,7 +74,7 @@ end @testset "$(τ) quantile" for τ in τs m1 = fit(QuantileRegression, form, data; quantile=τ, verbose=false) - @test_nowarn println(m1) + @test_nowarn show(devnull, m1) β = coef(m1) res = residuals(m1) ## The quantile regression line exactly passes through p points, with p number of columns of X. diff --git a/test/robustridge.jl b/test/robustridge.jl index fa9181d..1115a03 100644 --- a/test/robustridge.jl +++ b/test/robustridge.jl @@ -52,7 +52,7 @@ est2 = MEstimator(loss2) @test isapprox(coef(m3), coef(m4); rtol=1e-5) # Test printing the model - @test_nowarn println(m3) + @test_nowarn show(devnull, m3) # refit refit!(m5; ridgeλ=10, initial_scale=:L1)