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Add output from insteval model #832

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Add output from insteval model #832

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d5d7a81
Add output from insteval model
dmbates Jun 16, 2025
1efac58
Merge branch 'main' into db/instevalfits
palday Aug 22, 2025
42a2929
Merge branch 'main' into db/instevalfits
palday Aug 25, 2025
2d6658f
no prfit!
palday Aug 25, 2025
ac5bcae
bigger comparison
palday Aug 25, 2025
0663226
Merge branch 'main' into db/instevalfits
dmbates Sep 1, 2025
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15 changes: 15 additions & 0 deletions test/prima.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -107,3 +107,18 @@ end

@test startswith(out, expected)
end

@testset "instvalfits" begin # repeat the fits from the Blocked Cholesky paper
dat = dataset(:insteval)
f1 = @formula(y ~ 1 + service + (1|s) + (1|d) + (1|dept) + (0 + service|dept))
progress = false
m1 = LinearMixedModel(f1, dat)
methods = [(:nlopt, :LN_NEWUOA), (:nlopt, :LN_BOBYQA), (:prima, :bobyqa), (:prima, :newuoa)]
@testset "$backend-$optimizer" for (backend, optimizer) in methods
m1.optsum.backend = backend
m1.optsum.optimizer = optimizer
refit!(m1; progress)
@test isapprox(objective(m1), 237648.6016)
@test m1.θ ≈ [0.2757238458621397, 0.43528621279418084, 0.04315971015043779, 0.12997375328696648] atol=0.0001
end
end
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