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Fix deprecations #10

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Fix deprecations #10

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6 changes: 3 additions & 3 deletions src/lar.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -289,9 +289,9 @@ function lars(X::Matrix{T}, y::Vector{T}; method::Symbol=:lasso,
# The system is becoming too ill-conditioned.
# We have degenerate vectors in our active set.
# We'll 'drop for good' the last regressor added
warn(@sprintf "Regressors in active set degenerate. Dropping a regressor, after %i iterations, i.e. λ=%.3e, with an active set of %i regressors, and the smallest cholesky pivot element being %.3e" niter lambda nactive diag)
@warn(@sprintf "Regressors in active set degenerate. Dropping a regressor, after %i iterations, i.e. λ=%.3e, with an active set of %i regressors, and the smallest cholesky pivot element being %.3e" niter lambda nactive diag)
# XXX: need to figure a 'drop for good' way
unshift!(Cov, removed_Cov)
pushfirst!(Cov, removed_Cov)
Cov[1] = Cov[C_idx]
Cov[C_idx] = 0
continue
Expand All @@ -312,7 +312,7 @@ function lars(X::Matrix{T}, y::Vector{T}; method::Symbol=:lasso,
# bringing in too much numerical error that is greater than
# than the remaining correlation with the
# regressors. Time to bail out
warn(@sprintf "Early stopping the lars path, as the residues are small and the current value of lambda is no longer well controlled. %i iterations, λ=%.3e, previous λ=%.3e, with an active set of %i regressors." niter lambda prev_lambda nactive)
@warn(@sprintf "Early stopping the lars path, as the residues are small and the current value of lambda is no longer well controlled. %i iterations, λ=%.3e, previous λ=%.3e, with an active set of %i regressors." niter lambda prev_lambda nactive)
break
end

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13 changes: 13 additions & 0 deletions test/runtests.jl
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Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
using LARS, Test, DelimitedFiles, Statistics, LinearAlgebra
using StableRNGs

# Diabetes data set from Efron, Hastie, Johnstone, and Tibshirani (2004)
diabeetus = readdlm(joinpath(dirname(@__FILE__), "diabeetus.csv"), ',', header=true)[1]
Expand Down Expand Up @@ -102,3 +103,15 @@ coefs = [
c = lars(X, y, method=:lar, standardize=false, intercept=false)
@test c.lambdas ≈ lambdas
@test c.coefs ≈ coefs

@testset "degenerate regressors produces warning" begin

rng = StableRNG(123)
n = 100
p = 5
X = randn(rng, n, p)
X[:, 2] = X[:, 1] + 1e-10*randn(n)
y = X[:, 1] + randn(n)
@test_logs (:warn, r"^Regressors in active set degenerate.") lars(X, y, method=:lars)

end