Improve testing infrastructure

.gitignore

@@ -16,4 +16,5 @@ presentation/*
 .cache
 .devcontainer/*
 .coverage
-build.txt
+build.txt
+gist.githubusercontent*

tests/test_coordinate_descent.py

@@ -102,7 +102,3 @@ def test_coordinate_descent_bounds():
 
     assert np.all(rolch_lasso_path_negative <= 0), "Path should contain only betas <= 0"
     assert np.all(rolch_lasso_path_positive >= 0), "Path should contain only betas >= 0"
-
-
-test_coordinate_descent()
-test_coordinate_descent_bounds()

tests/test_python_against_r.py

@@ -0,0 +1,46 @@
+import numpy as np
+
+import rolch
+
+file = "https://gist.githubusercontent.com/seankross/a412dfbd88b3db70b74b/raw/5f23f993cd87c283ce766e7ac6b329ee7cc2e1d1/mtcars.csv"
+mtcars = np.genfromtxt(file, delimiter=",", skip_header=1)[:, 1:]
+
+y = mtcars[:, 0]
+X = mtcars[:, [1, 3]]
+X = np.hstack((np.ones((y.shape[0], 1)), X))
+
+
+def test_normal_distribution():
+    # Run the following R code
+    # library("gamlss")
+    # data(mtcars)
+
+    # model = gamlss(
+    #     mpg ~ cyl + hp,
+    #     sigma.formula = ~cyl + hp,
+    #     family=NO(),
+    #     data=as.data.frame(mtcars)
+    # )
+
+    # coef(model, "mu")
+    # coef(model, "sigma")
+
+    # To get these coefficients
+    coef_R_mu = np.array([36.51776626, -2.32470221, -0.01421071])
+    coef_R_sg = np.array([1.8782995906, -0.1262290913, -0.0003943062])
+
+    estimator = rolch.OnlineGamlss(
+        distribution=rolch.DistributionNormal(),
+        method="ols",
+        do_scale=False,
+        expect_intercept=True,
+        rss_tol_inner=10,
+    )
+    estimator.fit(y=y, x0=X, x1=X)
+
+    assert np.allclose(
+        estimator.betas[0], coef_R_mu, atol=0.01
+    ), "Location coefficients don't match"
+    assert np.allclose(
+        estimator.betas[1], coef_R_sg, atol=0.01
+    ), "Scale coefficients don't match"