From f776585cb8751147048ef14c80976551992502d3 Mon Sep 17 00:00:00 2001
From: Lanfeng Pan <panlanfeng@gmail.com>
Date: Thu, 20 Apr 2017 13:55:28 -0500
Subject: [PATCH] add tests for multivariate regression

---
 test/testreg.jl | 7 ++++++-
 1 file changed, 6 insertions(+), 1 deletion(-)

diff --git a/test/testreg.jl b/test/testreg.jl
index 38ab381..8ff3d13 100644
--- a/test/testreg.jl
+++ b/test/testreg.jl
@@ -28,7 +28,12 @@ yfit1=npr(x, y, xeval=xeval, reg=locallinear)
 cb=bootstrapCB(x, y, xeval=xeval)
 @test mean(vec(cb[1,:]) .<= yfit1 .<= vec(cb[2,:])) > .8
 
-
+#multivariate regression
+x = rand(Normal(10), 500, 3)
+y = x * ones(3) .+ x.^2 *ones(3)
+yfit1 = localconstant(x, y, xeval=x)
+regfit = x*inv(x'*x)*x'*y
+@test sum(abs2, regfit .- y) > sum(abs2, yfit1.-y)
 
 
 ###Bounded gamma kernel density and regression