context("GPModel_non_Gaussian_data")

# Avoid being tested on CRAN
if(Sys.getenv("GPBOOST_ALL_TESTS") == "GPBOOST_ALL_TESTS"){
  
  TOLERANCE_ITERATIVE <- 1e-1
  TOLERANCE_LOOSE <- 1E-2
  TOLERANCE_MEDIUM <- 1e-3
  TOLERANCE_STRICT_LOWER <- 1E-5
  TOLERANCE_STRICT <- 1E-6
  
  DEFAULT_OPTIM_PARAMS <- list(optimizer_cov = "gradient_descent", optimizer_coef = "gradient_descent",
                               use_nesterov_acc = TRUE, lr_cov=0.1, lr_coef = 0.1, maxit = 1000,
                               acc_rate_cov = 0.5)
  OPTIM_PARAMS_BFGS <- list(optimizer_cov = "lbfgs", optimizer_coef = "lbfgs", maxit = 1000)
  
  # Function that simulates uniform random variables
  sim_rand_unif <- function(n, init_c=0.1){
    mod_lcg <- 2^32 # modulus for linear congruential generator (random0 used)
    sim <- rep(NA, n)
    sim[1] <- floor(init_c * mod_lcg)
    for(i in 2:n) sim[i] <- (22695477 * sim[i-1] + 1) %% mod_lcg
    return(sim / mod_lcg)
  }
  
  # Simulate data
  n <- 100 # number of samples
  # Simulate locations / features of GP
  d <- 2 # dimension of GP locations
  coords <- matrix(sim_rand_unif(n=n*d, init_c=0.1), ncol=d)
  D <- as.matrix(dist(coords))
  # Simulate GP
  sigma2_1 <- 1^2 # marginal variance of GP
  rho <- 0.1 # range parameter
  Sigma <- sigma2_1 * exp(-D/rho) + diag(1E-20,n)
  L <- t(chol(Sigma))
  b_1 <- qnorm(sim_rand_unif(n=n, init_c=0.8))
  # GP random coefficients
  Z_SVC <- matrix(sim_rand_unif(n=n*2, init_c=0.6), ncol=2) # covariate data for random coefficients
  colnames(Z_SVC) <- c("var1","var2")
  b_2 <- qnorm(sim_rand_unif(n=n, init_c=0.17))
  b_3 <- qnorm(sim_rand_unif(n=n, init_c=0.42))
  # First grouped random effects model
  m <- 10 # number of categories / levels for grouping variable
  group <- rep(1,n) # grouping variable
  for(i in 1:m) group[((i-1)*n/m+1):(i*n/m)] <- i
  Z1 <- model.matrix(rep(1,n) ~ factor(group) - 1)
  b_gr_1 <- qnorm(sim_rand_unif(n=m, init_c=0.565))
  # Second grouped random effect
  n_obs_gr <- n/m # number of samples per group
  group2 <- rep(1,n) # grouping variable
  for(i in 1:m) group2[(1:n_obs_gr)+n_obs_gr*(i-1)] <- 1:n_obs_gr
  Z2 <- model.matrix(rep(1,n)~factor(group2)-1)
  b_gr_2 <- qnorm(sim_rand_unif(n=n_obs_gr, init_c=0.36))
  # Grouped random slope / coefficient
  x <- cos((1:n-n/2)^2*5.5*pi/n) # covariate data for random slope
  Z3 <- diag(x) %*% Z1
  b_gr_3 <- qnorm(sim_rand_unif(n=m, init_c=0.5678))
  # Data for linear mixed effects model
  X <- cbind(rep(1,n),sin((1:n-n/2)^2*2*pi/n)) # design matrix / covariate data for fixed effect
  beta <- c(0.1,2) # regression coefficients
  # cluster_ids 
  cluster_ids <- c(rep(1,0.4*n),rep(2,0.6*n))
  # GP with multiple observations at the same locations
  coords_multiple <- matrix(sim_rand_unif(n=n*d/4, init_c=0.1), ncol=d)
  coords_multiple <- rbind(coords_multiple,coords_multiple,coords_multiple,coords_multiple)
  D_multiple <- as.matrix(dist(coords_multiple))
  Sigma_multiple <- sigma2_1*exp(-D_multiple/rho)+diag(1E-10,n)
  L_multiple <- t(chol(Sigma_multiple))
  b_multiple <- qnorm(sim_rand_unif(n=n, init_c=0.8))
  # Space-time GP
  time <- (1:n)/n
  rho_time <- 0.1
  coords_ST_scaled <- cbind(time/rho_time, coords/rho)
  D_ST <- as.matrix(dist(coords_ST_scaled))
  Sigma_ST <- sigma2_1 * exp(-D_ST) + diag(1E-20,n)
  C_ST <- t(chol(Sigma_ST))
  b_ST <- qnorm(sim_rand_unif(n=n, init_c=0.86574))
  eps_ST <- as.vector(C_ST %*% b_ST)
  # For CV
  params_cv <- list(learning_rate = 0.1, max_depth = 6, min_data_in_leaf = 5,
                    feature_pre_filter = FALSE, seed = 1, deterministic = TRUE)
  folds <- list()
  nf <- 2
  for(i in 1:nf) folds[[i]] <- as.integer(((1:(n/nf)) -1) * nf + i)
  
  test_that("Binary classification with Gaussian process model ", {
    
    probs <- pnorm(L %*% b_1)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.2341) < probs)
    init_cov_pars <- c(1,mean(dist(coords))/3)
    # Label needs to have correct format
    expect_error(fitGPModel(gp_coords = coords, cov_function = "exponential",
                            likelihood = "bernoulli_probit",
                            y = b_1, params = list(optimizer_cov = "gradient_descent")))
    yw <- y
    yw[3] <- yw[3] + 1E-6
    expect_error(fitGPModel(gp_coords = coords, cov_function = "exponential",
                            likelihood = "bernoulli_probit",
                            y = yw, params = list(optimizer_cov = "gradient_descent")))
    # Only gradient descent can be used
    expect_error(fitGPModel(gp_coords = coords, cov_function = "exponential",
                            likelihood = "bernoulli_probit",
                            y = y, params = list(optimizer_cov = "fisher_scoring")))
    # Estimation using gradient descent
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                                       lr_cov = 0.1, use_nesterov_acc = FALSE,
                                                       convergence_criterion = "relative_change_in_parameters",
                                                       init_cov_pars = init_cov_pars)), file='NUL')
    cov_pars <- c(0.9419234, 0.1866877)
    nll_opt <- 63.61263619
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 40)
    # Can switch between likelihoods
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", 
                        likelihood = "gaussian", matrix_inversion_method = "cholesky")
    gp_model$set_likelihood("bernoulli_probit")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                                       lr_cov = 0.1, use_nesterov_acc = FALSE,
                                                       convergence_criterion = "relative_change_in_parameters",
                                                       init_cov_pars = init_cov_pars)), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    # Estimation using gradient descent and Nesterov acceleration
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                                       lr_cov = 0.01, use_nesterov_acc = TRUE, 
                                                       acc_rate_cov = 0.5, init_cov_pars = init_cov_pars)), file='NUL')
    cov_pars2 <- c(0.9646422, 0.1844797)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars2)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 26)
    # Estimation using Nelder-Mead
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "nelder_mead", delta_rel_conv=1e-6, 
                                                       init_cov_pars = init_cov_pars))
                    , file='NUL')
    cov_pars3 <- c(0.9998047, 0.1855072)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars3)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    # Estimation using lbfgs
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "lbfgs", init_cov_pars = init_cov_pars)), file='NUL')
    cov_pars_lbfgs <- c(0.9418327551, 0.1866904020)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_lbfgs)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), TOLERANCE_LOOSE)
    # Estimation using Adam
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "adam", init_cov_pars = init_cov_pars)), file='NUL')
    cov_pars_adam <- c(0.9419081, 0.1866883)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_adam)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 200)
    
    # Prediction
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           y = y, matrix_inversion_method = "cholesky", params = list(optimizer_cov = "gradient_descent", 
                                                                                                      lr_cov=0.01, use_nesterov_acc=FALSE, init_cov_pars = init_cov_pars))
                    , file='NUL')
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.6595663, -0.6638940, 0.4997690)
    expected_cov <- c(0.6482224576, 0.5765285950, -0.0001030520, 0.5765285950,
                      0.6478191338, -0.0001163496, -0.0001030520, -0.0001163496, 0.4435551436)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict variances
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.3037139, 0.3025143, 0.6612807)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_mu*(1-expected_mu))),TOLERANCE_STRICT)
    
    # Predict training data random effects
    training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
    preds <- predict(gp_model, gp_coords_pred = coords, 
                     predict_response = FALSE, predict_var = TRUE)
    expect_lt(sum(abs(training_data_random_effects[,1] - preds$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)),TOLERANCE_STRICT)
    
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
    expect_lt(abs(nll-63.6205917),TOLERANCE_STRICT)
    
    # Do optimization using optim and e.g. Nelder-Mead
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    opt <- optim(par=c(1,0.1), fn=gp_model$neg_log_likelihood, y=y, method="Nelder-Mead")
    cov_pars <- c(0.9419234, 0.1866877)
    expect_lt(sum(abs(opt$par-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(abs(opt$value-(63.6126363)),TOLERANCE_MEDIUM)
    expect_equal(as.integer(opt$counts[1]), 47)
    
    ###################
    ## Random coefficient GPs
    ###################
    probs_RC <- pnorm(as.vector(L %*% b_1 + Z_SVC[,1] * L %*% b_2 + Z_SVC[,2] * L %*% b_3))
    y_RC <- as.numeric(sim_rand_unif(n=n, init_c=0.543) < probs_RC)
    init_cov_pars_RC <- rep(init_cov_pars, 3)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", gp_rand_coef_data = Z_SVC,
                                           y = y_RC, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent",
                                                         lr_cov = 1, use_nesterov_acc = TRUE, 
                                                         acc_rate_cov=0.5, maxit=1000, init_cov_pars=init_cov_pars_RC))
                    , file='NUL')
    expected_values <- c(0.3701097, 0.2846740, 2.1160325, 0.3305266, 0.1241462, 0.1846456)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 39)
    # Prediction
    gp_model <- GPModel(gp_coords = coords, gp_rand_coef_data = Z_SVC, cov_function = "exponential", likelihood = "bernoulli_probit")
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    Z_SVC_test <- cbind(c(0.1,0.3,0.7),c(0.5,0.2,0.4))
    pred <- gp_model$predict(y = y_RC, gp_coords_pred = coord_test,
                             gp_rand_coef_data_pred=Z_SVC_test,
                             cov_pars = c(1,0.1,0.8,0.15,1.1,0.08),
                             predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.18346008, 0.03479258, -0.17247579)
    expected_cov <- c(1.039879e+00, 7.521981e-01, -3.256500e-04, 7.521981e-01,
                      8.907289e-01, -6.719282e-05, -3.256500e-04, -6.719282e-05, 9.147899e-01)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(1,0.1,0.8,0.15,1.1,0.08),y=y_RC)
    expect_lt(abs(nll-65.1768199),TOLERANCE_MEDIUM)
    
    ###################
    ##  Multiple cluster IDs
    ###################
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           y = y, cluster_ids = cluster_ids,likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent", lr_cov=0.2, 
                                                         use_nesterov_acc=FALSE, init_cov_pars=init_cov_pars))
                    , file='NUL')
    cov_pars <- c(1.0132099, 0.2121574)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 4)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    cluster_ids_pred = c(1,3,1)
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                        cluster_ids = cluster_ids,likelihood = "bernoulli_probit")
    pred <- gp_model$predict(y = y, gp_coords_pred = coord_test,
                             cluster_ids_pred = cluster_ids_pred,
                             cov_pars = c(1.5,0.15), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.1612322, 0.0000000, 0.9866054)
    expected_cov <- c(1.2200315255, 0.0000000000, 0.0003369428, 0.0000000000, 1.5000000000, 0.0000000000, 0.0003369428, 0.0000000000, 1.0744784423)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
    # Matern with shape estimated
    params = OPTIM_PARAMS_BFGS
    params$init_cov_pars <- c(1,mean(dist(coords))/3,1.5)
    params$maxit=10
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern_estimate_shape", matrix_inversion_method = "cholesky",
                                           cov_fct_shape = 1.5, y = y, params = params, likelihood = "bernoulli_probit") , file='NUL')
    cov_pars_other <- c(0.6289098, 0.1786315, 70.6673764)
    num_it_other <- 10
    nll_opt_other <- 63.07716
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_other)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), num_it_other)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_other), TOLERANCE_MEDIUM)
    
    ###########################
    ## Use of weights
    ###########################
    nws <- 50
    gp_model <- GPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5,0.1),y=y) + 0.
    params = OPTIM_PARAMS_BFGS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern",
                                           cov_fct_shape = 1.5, y = y, params = params, likelihood = "bernoulli_probit") , file='NUL')
    deltas <- c(0,1e-5,1e-1)
    for (i in 1:length(deltas)) {
      delta <- deltas[i]
      weights = c(rep(1+delta,nws),rep(1-delta,n-nws))
      gp_model_weights <- GPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5, 
                                  weights = weights, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
      nll_weighted <- gp_model_weights$neg_log_likelihood(cov_pars=c(0.5,0.1),y=y)
      capture.output( gp_model_weights <- fitGPModel(gp_coords = coords, cov_function = "matern",
                                                     cov_fct_shape = 1.5, y = y, weights = weights, 
                                                     params = params, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky") , file='NUL')
      if (delta == 0) {
        expect_lt(abs(nll-nll_weighted), 1e-12)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-12)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 1e-8)
      } else if (delta <= 1e-5) {
        expect_lt(abs(nll-nll_weighted), 3e-5)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-5)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 3e-5)
      } else if (delta <= 1e-1) {
        expect_lt(abs(nll-nll_weighted), 0.3)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),0.1)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 0.4)
      }
    }
    
    ###########################
    ## likelihood_learning_rate parameter
    ###########################
    deltas <- c(1e-9,1e-4)
    for (i in 1:length(deltas)) {
      if (delta <= 1e-9) {
        expect_lt(abs(nll-nll_weighted), 1e-7)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-8)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 1e-7)
      } else if (delta <= 1e-5) {
        expect_lt(abs(nll-nll_weighted), 1e-2)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-3)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 1e-2)
      }
    }
    
    ###########################
    # Prediction with var_cor_pred option
    ###########################
    cov_par_pred <- c(0.5,0.1)
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky") , file='NUL')
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.3741743, -0.3737473, 0.3367670)
    expected_var <- c(0.4366123, 0.4365858, 0.3563977)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", matrix_inversion_method = "cholesky", 
                                        likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 1) , file='NUL')
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", matrix_inversion_method = "cholesky", 
                                        likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 1+1e-6) , file='NUL')
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", matrix_inversion_method = "cholesky", 
                                        likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 2) , file='NUL')
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expected_var <- c(0.4046473, 0.4049691, 0.3088420)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
  })
  
  test_that("Binary classification with Gaussian process model with multiple observations at the same location", {
    
    eps_multiple <- as.vector(L_multiple %*% b_multiple)
    probs <- pnorm(eps_multiple)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.9341) < probs)
    params = DEFAULT_OPTIM_PARAMS
    init_cov_pars = c(1,mean(dist(unique(coords_multiple)))/3)
    params$init_cov_pars = init_cov_pars
    
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential",
                                           y = y,likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = params), file='NUL')
    cov_pars <- c(0.6857065, 0.2363754)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 8)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    pred <- gp_model$predict(y = y, gp_coords_pred = coord_test,
                             cov_pars = c(1.5,0.15), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.2633282, -0.2637633, -0.2637633)
    expected_cov <- c(0.9561355, 0.8535206, 0.8535206, 0.8535206, 1.0180227,
                      1.0180227, 0.8535206, 1.0180227, 1.0180227)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred_resp <- gp_model$predict(y = y, gp_coords_pred = coord_test,
                                  cov_pars = c(1.5,0.15), predict_var = TRUE, predict_response = TRUE)
    expect_lt(sum(abs(pred_resp$mu-c(0.4253296, 0.4263502, 0.4263502))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred_resp$var-c(0.2444243, 0.2445757, 0.2445757))),TOLERANCE_STRICT)
    
    # Predict training data random effects
    training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
    preds <- predict(gp_model, gp_coords_pred = coords_multiple, 
                     predict_response = FALSE, predict_var = TRUE)
    expect_lt(sum(abs(training_data_random_effects[,1] - preds$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)),TOLERANCE_STRICT)
    
    # Multiple cluster IDs and multiple observations
    coord_test <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    cluster_ids_pred = c(0L,3L,3L)
    pred <- gp_model$predict(y = y, gp_coords_pred = coord_test, cluster_ids_pred = cluster_ids_pred,
                             cov_pars = c(1.5,0.15), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_cov <- c(0.9561355, 0.0000000, 0.0000000, 0.0000000, 1.5000000,
                      1.5000000, 0.0000000, 1.5000000, 1.5000000)
    expect_lt(sum(abs(pred$mu-c(-0.2633282, rep(0,2)))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred_resp <- gp_model$predict(y = y, gp_coords_pred = coord_test, cluster_ids_pred = cluster_ids_pred,
                                  cov_pars = c(1.5,0.15), predict_var = TRUE, predict_response = TRUE)
    expect_lt(sum(abs(pred_resp$mu-c(0.4253296, 0.5000000, 0.5000000))),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred_resp$var-c(0.2444243, 0.2500000, 0.2500000))),TOLERANCE_STRICT)
    
    # With linear regression term
    probs <- pnorm(eps_multiple + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.67981) < probs)
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "none", matrix_inversion_method = "cholesky",
                                           y = y, X=X, params = params), file='NUL')
    cov_pars <- c(0.7462918, 0.0500844)
    coefs <- c(0.8545078, 1.7286015)
    num_it <- 168
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 39)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(0.07792923414, 1.27274858973, 2.65562981184)
    expected_var <- c(0.7267864819, 0.7329004392, 0.7329004392)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2), y=y)
    expect_lt(abs(nll-59.9183192),TOLERANCE_STRICT)
    # With fixed effects
    fixed_effects <- as.numeric(X%*%beta)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2), y=y, fixed_effects=fixed_effects)
    expect_lt(abs(nll-42.8518187),TOLERANCE_STRICT)
  })
  
  test_that("Binary classification with one grouped random effects ", {
    
    probs <- pnorm(Z1 %*% b_gr_1)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.823431) < probs)
    init_cov_pars <- c(1)
    
    # Estimation using gradient descent
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                       lr_cov = 0.1, use_nesterov_acc = FALSE,
                                       convergence_criterion = "relative_change_in_parameters", 
                                       init_cov_pars=init_cov_pars))
    cov_pars <- c(0.40255)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 62)
    # Can switch between likelihoods
    gp_model <- GPModel(group_data = group, likelihood = "gaussian")
    gp_model$set_likelihood("bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                       lr_cov = 0.1, use_nesterov_acc = FALSE,
                                       convergence_criterion = "relative_change_in_parameters", 
                                       init_cov_pars=init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    # Estimation using gradient descent and Nesterov acceleration
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                       lr_cov = 0.1, use_nesterov_acc = TRUE, 
                                       acc_rate_cov = 0.5, init_cov_pars=init_cov_pars))
    cov_pars2 <- c(0.4012595)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars2)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 10)
    
    # Estimation using gradient descent and too large learning rate
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", 
                                       lr_cov = 10, use_nesterov_acc = FALSE, init_cov_pars=init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 5)
    
    # Prediction
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, params = list(optimizer_cov = "gradient_descent", 
                                                use_nesterov_acc = FALSE, lr_cov = 0.1, init_cov_pars=init_cov_pars))
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.000000, -0.796538, -0.796538, 0.000000)
    expected_cov <- c(0.1133436, 0.0000000, 0.0000000, 0.0000000, 0.0000000,
                      0.1407783, 0.1407783, 0.0000000, 0.0000000, 0.1407783,
                      0.1407783, 0.0000000, 0.0000000, 0.0000000, 0.0000000, 0.4070775)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict variances
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,6,11,16)])),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_response = TRUE)
    expected_mu <- c(0.5000000, 0.2279027, 0.2279027, 0.5000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    # Prediction for only new groups
    group_test <- c(-1,-1,-2,-2)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-rep(0,4))),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-rep(0,0.4070775))),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_response = TRUE)
    expect_lt(sum(abs(pred$mu-rep(0.5,4))),TOLERANCE_STRICT)
    # Prediction for only new cluster_ids
    cluster_ids_pred <- c(-1L,-1L,-2L,-2L)
    group_test <- c(1,99999,3,3)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cluster_ids_pred = cluster_ids_pred,
                    predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-rep(0,4))),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-rep(0.4070775261,4))),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cluster_ids_pred = cluster_ids_pred,
                    predict_response = TRUE)
    expect_lt(sum(abs(pred$mu-rep(0.5,4))),TOLERANCE_STRICT)
    
    # Predict training data random effects
    all_training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
    first_occurences <- match(unique(group), group)
    training_data_random_effects <- all_training_data_random_effects[first_occurences,] 
    group_unique <- unique(group)
    preds <- predict(gp_model, group_data_pred = group_unique, 
                     predict_response = FALSE, predict_var = TRUE)
    expect_lt(sum(abs(training_data_random_effects[,1] - preds$mu)),1E-6)
    expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)),1E-6)
    
    # Estimation using Nelder-Mead
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "nelder_mead", delta_rel_conv=1e-6, init_cov_pars=init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.4027452)),TOLERANCE_STRICT)
    # Prediction
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-c(0.0000000, -0.7935873, -0.7935873, 0.0000000))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-c(0.1130051, 0.1401125, 0.1401125, 0.4027452))),TOLERANCE_STRICT)
    
    # Estimation using lbfgs
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    fit(gp_model, y = y, params = list(optimizer_cov = "lbfgs", init_cov_pars=init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.4025750768)),TOLERANCE_STRICT)
    
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-65.8590638),TOLERANCE_STRICT)
    
    # Do optimization using optim
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    opt <- optim(par=c(2), fn=gp_model$neg_log_likelihood, y=y, method="Brent", lower=0, upper=1E9)
    cov_pars <- c(0.40255)
    expect_lt(sum(abs(opt$par-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(abs(opt$value-(65.2599674)),TOLERANCE_MEDIUM)
    
    ###########################
    # Use of weights
    ###########################
    nws <- 50
    gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5),y=y) + 0.
    params = OPTIM_PARAMS_BFGS
    params$init_cov_pars <- c(1.)
    capture.output( gp_model <- fitGPModel(group_data = group, y = y, params = params, likelihood = "bernoulli_probit") , file='NUL')
    
    deltas <- c(0,1e-5,1e-1)
    for (i in 1:length(deltas)) {
      delta <- deltas[i]
      weights = c(rep(1+delta,nws),rep(1-delta,n-nws))
      gp_model_weights <- GPModel(group_data = group, weights = weights, likelihood = "bernoulli_probit")
      nll_weighted <- gp_model_weights$neg_log_likelihood(cov_pars=c(0.5),y=y)
      capture.output( gp_model_weights <- fitGPModel(group_data = group, y = y, weights = weights, 
                                                     params = params, likelihood = "bernoulli_probit") , file='NUL')
      if (delta == 0) {
        expect_lt(abs(nll-nll_weighted), 1e-99)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-12)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 1e-12)
      } else if (delta <= 1e-5) {
        expect_lt(abs(nll-nll_weighted), 1e-4)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),1e-5)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 9e-5)
      } else if (delta <= 1e-1) {
        expect_lt(abs(nll-nll_weighted), 1)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-gp_model_weights$get_cov_pars(std_err = FALSE))),0.05)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-gp_model_weights$get_current_neg_log_likelihood()), 1)
      }
    }
    
    ###########################
    # Prediction with var_cor_pred option
    ###########################
    cov_par_pred <- c(0.5)
    group_test <- c(1,3,9999)
    capture.output( gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit") , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(0.0000000, -0.8518212, 0.0000000)
    expected_var <- c(0.1195286, 0.1536399, 0.5000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 1) , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 1+1e-6) , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(group_data = group, likelihood = "bernoulli_probit_var_cor_pred_lr", likelihood_learning_rate = 2) , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, cov_par=cov_par_pred, predict_var = TRUE, predict_response = FALSE)
    expected_var <- c(0.06787762, 0.09076508, 0.50000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
  })
  
  test_that("GLMM with an offset", {
    
    #####################
    ## Binary classification
    #####################
    n <- 250000 # number of samples
    m <- n / 500 # number of categories / levels for grouping variable
    group <- rep(1,n) # grouping variable
    for(i in 1:m) group[((i-1)*n/m+1):(i*n/m)] <- i
    b_gr <- sqrt(0.5) * qnorm(sim_rand_unif(n=m, init_c=0.5455))
    offset <- (2*(sim_rand_unif(n=m, init_c=0.54) - 0.5))[group]
    group_test <- c(1,3,9999)
    X <- cbind(rep(1,n),sin((1:n-n/2)^2*2*pi/n)) # design matrix / covariate data for fixed effect
    X_test <- cbind(rep(1,3),c(-0.5,0.4,1))
    beta <- c(0.1,2) # regression coefficients
    probs <- pnorm(b_gr[group])
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.23431) < probs)
    probs_o <- pnorm(b_gr[group] + offset)
    y_o <- as.numeric(sim_rand_unif(n=n, init_c=0.23431) < probs_o)
    
    nrounds <- 5
    cov_pars <- c(0.4872681027)
    expected_mu <- c(0.03985967082, -0.42595827038, 0.00000000)
    expected_cov <- c(0.003123267296 , 0.000000000, 0.000000000, 0.000000000, 
                      0.003334889393 , 0.000000000, 0.000000000, 0.000000000, 0.4872681027)
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, params = DEFAULT_OPTIM_PARAMS)
    pred <- predict(gp_model, group_data_pred = group_test, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y_o, params = DEFAULT_OPTIM_PARAMS, offset = offset)
    pred <- predict(gp_model, group_data_pred = group_test, offset = offset, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(sum(abs(pred$mu-expected_mu)),0.03)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred_offset_not_provided <- predict(gp_model, group_data_pred = group_test,
                                        predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-pred_offset_not_provided$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-as.vector(pred_offset_not_provided$cov))),TOLERANCE_STRICT)
    # Saving model to file and not providing offset for prediction
    cov_pars_before_save <- as.vector(gp_model$get_cov_pars(std_err = FALSE))
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model, filename = filename)
    rm(gp_model)
    gp_model_loaded <- loadGPModel(filename = filename)
    pred_loaded <- predict(gp_model_loaded, group_data_pred = group_test,
                           predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-pred_loaded$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-as.vector(pred_loaded$cov))),TOLERANCE_STRICT)
    expect_lt(sum(abs(cov_pars_before_save - as.vector(gp_model_loaded$get_cov_pars(std_err = FALSE)))),TOLERANCE_STRICT)
    
    # With linear predictor and offset
    probs <- pnorm(b_gr[group] + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.23431) < probs)
    probs_o <- pnorm(b_gr[group] + offset + X%*%beta)
    y_o <- as.numeric(sim_rand_unif(n=n, init_c=0.23431) < probs_o)
    
    nrounds <- 6
    cov_pars <- c(0.4484032861)
    coefs <- c(0.028274040843, 0.030146676645, 2.006213492633, 0.006633363776)
    expected_mu <- c(-0.8414334263, 0.5596772562, 2.0344875335)
    expected_cov <- c(0.005217061783 , 0.000000000000, 0.000000000000, 0.000000000000, 0.00573413605 , 0.000000000000, 0.000000000000, 0.000000000000, 0.4484032861)
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = DEFAULT_OPTIM_PARAMS)
    pred <- predict(gp_model, group_data_pred = group_test, X_pred = X_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coefs)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y_o, X=X, params = DEFAULT_OPTIM_PARAMS, offset = offset)
    pred <- predict(gp_model, group_data_pred = group_test, X_pred = X_test, offset = offset, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),0.05)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coefs)),0.4)
    expect_equal(gp_model$get_num_optim_iter(), 5)
    expect_lt(sum(abs(pred$mu-expected_mu)),0.15)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),0.05)
    pred_offset_not_provided <- predict(gp_model, group_data_pred = group_test, X_pred = X_test,
                                        predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-pred_offset_not_provided$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-as.vector(pred_offset_not_provided$cov))),TOLERANCE_STRICT)
    # Saving model to file and not providing offset for prediction
    cov_pars_before_save <- as.vector(gp_model$get_cov_pars(std_err = FALSE))
    coef_before_save <- as.vector(gp_model$get_coef(std_err = TRUE))
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model, filename = filename)
    rm(gp_model)
    gp_model_loaded <- loadGPModel(filename = filename)
    pred_loaded <- predict(gp_model_loaded, group_data_pred = group_test, X_pred = X_test,
                           predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-pred_loaded$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-as.vector(pred_loaded$cov))),TOLERANCE_STRICT)
    expect_lt(sum(abs(cov_pars_before_save - as.vector(gp_model_loaded$get_cov_pars(std_err = FALSE)))),TOLERANCE_STRICT)
    expect_lt(sum(abs(coef_before_save - as.vector(gp_model_loaded$get_coef(std_err = TRUE)))),0.005)
    
    #####################
    ## Poisson regression
    #####################
    n <- 100000 # number of samples
    m <- 1000
    group <- rep(1,n) # grouping variable
    for(i in 1:m) group[((i-1)*n/m+1):(i*n/m)] <- i
    b_gr <- sqrt(0.5) * qnorm(sim_rand_unif(n=m, init_c=0.5455))
    offset <- (2*(sim_rand_unif(n=m, init_c=0.54) - 0.5))[group]
    group_test <- c(1,3,9999)
    X <- cbind(rep(1,n),sin((1:n-n/2)^2*2*pi/n)) # design matrix / covariate data for fixed effect
    X_test <- cbind(rep(1,3),c(-0.5,0.4,1))
    beta <- c(0.1,2) # regression coefficients
    mu <- exp(b_gr[group])
    y <- qpois(sim_rand_unif(n=n, init_c=0.468), lambda = mu)
    mu_o <- exp(b_gr[group] + offset)
    y_o <- qpois(sim_rand_unif(n=n, init_c=0.468), lambda = mu_o)
    
    cov_pars <- 0.4949265643
    nll_opt <- 132766.8144
    nrounds <- 5
    expected_mu <- c(-0.0197946765, -0.4943165282, 0.00000000)
    expected_cov <- c(0.009993953963 , 0.000000000000, 0.000000000000, 0.000000000000, 0.01586816243 , 0.000000000000, 0.000000000000, 0.000000000000, 0.4949265643)
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                                           y = y, params = DEFAULT_OPTIM_PARAMS), file='NUL')
    pred <- predict(gp_model, group_data_pred = group_test, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                                           y = y_o, params = DEFAULT_OPTIM_PARAMS, offset = offset), file='NUL')
    pred <- predict(gp_model, group_data_pred = group_test, offset = offset, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_LOOSE)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    nll_opt_o <- 133702.5947
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_o),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$mu-expected_mu)),0.05)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_LOOSE)
    # # Compare to lme4
    # mod <- glmer(y ~ -1 + (1|group), data=data.frame(y=y_o,group),family=poisson(), offset = offset)
    # summary(mod)
    
    # With linear predictor and offset
    mu <- exp(b_gr[group] + X%*%beta)
    y <- qpois(sim_rand_unif(n=n, init_c=0.468), lambda = mu)
    mu_o <- exp(b_gr[group] + offset + X%*%beta)
    y_o <- qpois(sim_rand_unif(n=n, init_c=0.468), lambda = mu_o)
    cov_pars <- 0.5014601251
    coefs <- c(0.122983736, 2.006020280)
    nll_opt <- 143780.2423
    nrounds <- 83
    expected_mu <- c(-0.8712505423, 0.3962539667, 2.1290040162)
    expected_cov <- c(0.00534826066 , 0.000000000000, 0.000000000000, 0.000000000000, 0.02125426934 , 0.000000000000, 0.000000000000, 0.000000000000, 0.50146012507)
    gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                           y = y, X = X, params = DEFAULT_OPTIM_PARAMS)
    pred <- predict(gp_model, group_data_pred = group_test, X_pred = X_test, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    params = DEFAULT_OPTIM_PARAMS
    params$optimizer_cov <- "lbfgs"
    params$optimizer_coef <- "lbfgs"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                                           y = y_o, X = X, params = params, offset = offset), file='NUL')
    pred <- predict(gp_model, group_data_pred = group_test, X_pred = X_test, offset = offset, 
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),0.1)
    nll_opt_o <- 144626.2556
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_o),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$mu-expected_mu)),0.1)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_LOOSE)
    
    # # Compare to lme4
    # mod <- glmer(y ~ X2 + (1|group), data=data.frame(y=y_o,X,group),family=poisson(), offset = offset)
    # summary(mod)
    # summary(gp_model)
    
  })
  
  test_that("Binary classification with multiple grouped random effects ", {
    
    vec_chol_or_iterative <- c("cholesky","iterative")
    for (inv_method in vec_chol_or_iterative) {
      if(inv_method == "iterative") {
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_LOOSE
        tolerance_loc_3 <- TOLERANCE_ITERATIVE
        tolerance_loc_4 <- 0.2
        loop_cg_PC = c("ssor", "zic")
      } else {
        tolerance_loc_1 <- TOLERANCE_STRICT
        tolerance_loc_2 <- TOLERANCE_STRICT
        tolerance_loc_3 <- TOLERANCE_MEDIUM
        tolerance_loc_4 <- TOLERANCE_STRICT
        loop_cg_PC = c("ssor")
      }
      for (cg_preconditioner_type in loop_cg_PC) {
        probs <- pnorm(Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
        y <- as.numeric(sim_rand_unif(n=n, init_c=0.57341) < probs)
        init_cov_pars <- rep(1,3)
        
        capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                               y = y, likelihood = "bernoulli_probit", matrix_inversion_method = inv_method,
                                               params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                             lr_cov = 0.2, use_nesterov_acc = FALSE, cg_preconditioner_type=cg_preconditioner_type,
                                                             num_rand_vec_trace=100))
                        , file='NUL')
        expected_values <- c(0.3060671, 0.9328884, 0.3146682)
        nll_opt <- 59.33113628
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),tolerance_loc_1)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt),tolerance_loc_3)
        
        # Predict training data random effects
        cov_pars <- gp_model$get_cov_pars(std_err = FALSE)
        all_training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
        first_occurences_1 <- match(unique(group), group)
        first_occurences_2 <- match(unique(group2), group2)
        pred_random_effects <- all_training_data_random_effects[first_occurences_1,c(1,4)]
        pred_random_slopes <- all_training_data_random_effects[first_occurences_1,c(3,6)]
        pred_random_effects_crossed <- all_training_data_random_effects[first_occurences_2,c(2,5)] 
        group_unique <- unique(group)
        group_data_pred = cbind(group_unique,rep(-1,length(group_unique)))
        x_pr = rep(0,length(group_unique))
        preds <- predict(gp_model, group_data_pred=group_data_pred, group_rand_coef_data_pred=x_pr, 
                         predict_response = FALSE, predict_var = TRUE)
        expect_lt(sum(abs(pred_random_effects[,1] - preds$mu)),TOLERANCE_STRICT)
        expect_lt(sum(abs(pred_random_effects[,2] - (preds$var-cov_pars[2]))),tolerance_loc_1)
        # Check whether random slopes are correct
        x_pr = rep(1,length(group_unique))
        preds2 <- predict(gp_model, group_data_pred=group_data_pred, group_rand_coef_data_pred=x_pr, 
                          predict_response = FALSE)
        expect_lt(sum(abs(pred_random_slopes[,1] - (preds2$mu-preds$mu))),TOLERANCE_STRICT)
        # Check whether crossed random effects are correct
        group_unique <- unique(group2)
        group_data_pred = cbind(rep(-1,length(group_unique)),group_unique)
        x_pr = rep(0,length(group_unique))
        preds <- predict(gp_model, group_data_pred=group_data_pred, group_rand_coef_data_pred=x_pr, 
                         predict_response = FALSE, predict_var = TRUE)
        expect_lt(sum(abs(pred_random_effects_crossed[,1] - preds$mu)),TOLERANCE_MEDIUM)
        expect_lt(sum(abs(pred_random_effects_crossed[,2] - (preds$var-cov_pars[1]))),tolerance_loc_1)
        
        # Prediction
        group_data_pred = cbind(c(1,1,77),c(2,1,98))
        group_rand_coef_data_pred = c(0,0.1,0.3)
        gp_model <- GPModel(likelihood = "bernoulli_probit", group_data = cbind(group,group2),
                            group_rand_coef_data = x, ind_effect_group_rand_coef = 1, matrix_inversion_method = inv_method)
        expected_mu <- c(0.5195889, -0.6411954, 0.0000000)
        expected_cov <- c(0.3422367, 0.1554011, 0.0000000, 0.1554011,
                          0.3457334, 0.0000000, 0.0000000, 0.0000000, 1.8080000)
        pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                                 cov_pars = c(0.9,0.8,1.2), predict_cov_mat = TRUE, predict_response = FALSE)
        expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
        expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),tolerance_loc_4)
        # Predict variances
        pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                                 cov_pars = c(0.9,0.8,1.2), predict_var = TRUE, predict_response = FALSE)
        expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
        expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
        if(inv_method=="cholesky"){
          # Multiple random effects: training with Nelder-Mead
          capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                                 y = y, likelihood = "bernoulli_probit", matrix_inversion_method = inv_method,
                                                 params = list(optimizer_cov = "nelder_mead", delta_rel_conv=1e-6, init_cov_pars=init_cov_pars))
                          , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(0.3055487, 0.9300562, 0.3048811))),TOLERANCE_STRICT)
        }
        # Multiple random effects: training with BFGS
        capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                               y = y, likelihood = "bernoulli_probit", matrix_inversion_method = inv_method,
                                               params = list(optimizer_cov = "lbfgs", init_cov_pars=init_cov_pars)), file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(0.3030687897, 0.9292636103, 0.3037924600))),tolerance_loc_1)
        # Evaluate negative log-likelihood
        nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.8,1.2),y=y)
        expect_lt(abs(nll-60.6422359),tolerance_loc_3)
        
        ## Two crossed random effects
        probs_2 <- pnorm(Z1 %*% b_gr_1 + Z2 %*% b_gr_2)
        y_2 <- as.numeric(sim_rand_unif(n=n, init_c=0.156) < probs_2)
        params = DEFAULT_OPTIM_PARAMS
        params$init_cov_pars <- rep(1,2)
        params$cg_preconditioner_type=cg_preconditioner_type
        params$num_rand_vec_trace=100
        capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), matrix_inversion_method = inv_method,
                                               y = y_2, likelihood = "bernoulli_probit", params = params)
                        , file='NUL')
        expected_values <- c(0.1950790008, 0.5496159992)
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),5*tolerance_loc_2)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-64.37229209),tolerance_loc_3)
        # summary(gp_model)
        # # Compare to lme4
        # library(lme4)
        # mod <- glmer(y ~ -1 + (1|group) + (1|group2), data=data.frame(y=y_2,group,group2),family=binomial(link="probit"))
        # summary(mod)
      }
    } # end loop over matrix_inversion_method
    
    # Multiple cluster_ids
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                           y = y, cluster_ids = cluster_ids, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                         lr_cov = 0.2, use_nesterov_acc = FALSE, maxit=100)), file='NUL')
    expected_values <- c(0.1634433, 0.8952201, 0.3219087)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 42)
    # Prediction
    cluster_ids_pred = c(1,3,1)
    gp_model <- GPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                        cluster_ids = cluster_ids, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky")
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.9,0.8,1.2), cluster_ids_pred = cluster_ids_pred, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.2159939, 0.0000000, 0.0000000)
    expected_cov <- c(0.4547941, 0.0000000, 0.0000000, 0.0000000,
                      1.7120000, 0.0000000, 0.0000000, 0.0000000, 1.8080000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
    # Only one RE and random coefficient
    probs <- pnorm(Z1 %*% b_gr_1 + Z3 %*% b_gr_3)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.957341) < probs)
    init_cov_pars <- c(1,1)
    capture.output( gp_model <- fitGPModel(group_data = group, group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                           y = y, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                         lr_cov = 0.1, use_nesterov_acc = TRUE, maxit=100))
                    , file='NUL')
    expected_values <- c(1.00742383, 0.02612587)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 100)
    
    # Random coefficients with intercept random effect dropped
    probs <- pnorm(Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.8341) < probs)
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, 
                                           ind_effect_group_rand_coef = 1, drop_intercept_group_rand_effect = c(TRUE,FALSE),
                                           y = y, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars)), file='NUL')
    expected_values <- c(1.0044712, 0.6549656)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 18)
    # Predict training data random effects
    all_training_data_random_effects <- predict_training_data_random_effects(gp_model)
    first_occurences_1 <- match(unique(group), group)
    first_occurences_2 <- match(unique(group2), group2)
    pred_random_slopes <- all_training_data_random_effects[first_occurences_1,2]
    pred_random_effects_crossed <- all_training_data_random_effects[first_occurences_2,1] 
    group_unique <- unique(group)
    group_data_pred = cbind(group_unique,rep(-1,length(group_unique)))
    # Check whether random slopes are correct
    x_pr = rep(1,length(group_unique))
    preds <- predict(gp_model, group_data_pred=group_data_pred, group_rand_coef_data_pred=x_pr, predict_response = FALSE)
    expect_lt(sum(abs(pred_random_slopes - preds$mu)),TOLERANCE_MEDIUM)
    # Check whether crossed random effects are correct
    group_unique <- unique(group2)
    group_data_pred = cbind(rep(-1,length(group_unique)),group_unique)
    x_pr = rep(0,length(group_unique))
    preds <- predict(gp_model, group_data_pred=group_data_pred, group_rand_coef_data_pred=x_pr, predict_response = FALSE)
    expect_lt(sum(abs(pred_random_effects_crossed - preds$mu)),TOLERANCE_MEDIUM)
    # Prediction
    gp_model <- GPModel(likelihood = "bernoulli_probit", group_data = cbind(group,group2),
                        group_rand_coef_data = x, ind_effect_group_rand_coef = 1, matrix_inversion_method = "cholesky",
                        drop_intercept_group_rand_effect = c(TRUE,FALSE))
    group_data_pred = cbind(c(1,1,77),c(2,1,98))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.8,1.2), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.8493404, -0.2338359, 0.0000000)
    expected_cov <- c(0.206019606, -0.001276366, 0.0000000, -0.001276366,
                      0.155209578, 0.0000000, 0.0000000, 0.0000000, 0.908000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict variances
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.8,1.2), predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    
    # Including linear fixed effects
    probs <- pnorm(Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3 + X%*%beta)
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- rep(1,3)
    y_lin <- as.numeric(sim_rand_unif(n=n, init_c=0.41) < probs)
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                           y = y_lin, X=X, likelihood = "bernoulli_probit", matrix_inversion_method = "cholesky", params = params)
                    , file='NUL')
    cov_pars <- c(0.8047844, 1.5684941, 1.8099834)
    coef <- c(-0.4002821736, 2.5025630022)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),3*TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    # Prediction
    group_data_pred = cbind(c(1,1,77),c(2,1,98))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    X_test <- cbind(rep(1,3),c(-0.5,0.4,1))
    pred <- gp_model$predict(group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             X_pred = X_test, predict_cov_mat = TRUE, predict_response = FALSE, cov_pars = c(0.8,1.5,1.8))
    expected_mu <- c(-0.5401923644, 0.8816074298, 2.1022806795)
    expected_cov <- c(0.5808497995, 0.1935342214, 0.0000000000, 0.1935342214, 0.5933682927, 0.0000000000, 0.0000000000, 0.0000000000, 2.4620000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    
  })
  
  test_that("Binary classification for combined Gaussian process and grouped random effects ", {
    
    probs <- pnorm(L %*% b_1 + Z1 %*% b_gr_1)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.67341) < probs)
    init_cov_pars <- c(1,1,mean(dist(coords))/3)
    
    # Estimation using gradient descent
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                        group_data = group, likelihood = "bernoulli_probit")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                       lr_cov = 0.2, use_nesterov_acc = FALSE,
                                                       convergence_criterion = "relative_change_in_parameters"))
                    , file='NUL')
    cov_pars <- c(0.3181509, 1.2788456, 0.1218680)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 55)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-63.74320741),TOLERANCE_STRICT)
    
    # Prediction
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           group_data = group, y = y, params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars, 
                                                                                    use_nesterov_acc = FALSE, lr_cov = 0.2))
                    , file='NUL')
    coord_test <- cbind(c(0.1,0.21,0.7),c(0.9,0.91,0.55))
    group_test <- c(1,3,9999)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, group_data_pred = group_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.1217634, -0.9592585, -0.2694489)
    expected_cov <- c(1.0745455607, 0.2190063794, 0.0040797451, 0.2190063794,
                      1.0089298170, 0.0000629706, 0.0040797451, 0.0000629706, 1.0449941968)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict variances
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, group_data_pred = group_test,
                    predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, group_data_pred = group_test, predict_response = TRUE)
    expected_mu <- c(0.5336859, 0.2492699, 0.4252731)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    
    # Predict training data random effects
    training_data_random_effects <- predict_training_data_random_effects(gp_model)
    pred_GP <- predict(gp_model, gp_coords_pred = coords, group_data_pred=rep(-1,dim(coords)[1]), predict_response = FALSE)
    expect_lt(sum(abs(training_data_random_effects[,2] - pred_GP$mu)),1E-6)
    # Grouped REs
    preds <- predict(gp_model, group_data_pred = group, gp_coords_pred = coords, predict_response = FALSE)
    pred_RE <- preds$mu - pred_GP$mu
    expect_lt(sum(abs(training_data_random_effects[,1] - pred_RE)),1E-6)
    
    # Estimation using Nelder-Mead
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                        group_data = group, likelihood = "bernoulli_probit")
    capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "nelder_mead", delta_rel_conv=1E-8, init_cov_pars=init_cov_pars)), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(0.3181320, 1.2795124, 0.1218866))),TOLERANCE_STRICT)
    
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(1.1,0.9,0.2),y=y)
    expect_lt(abs(nll-65.7219266),TOLERANCE_STRICT)
    
    # Do optimization using optim and e.g. Nelder-Mead
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                        group_data = group, likelihood = "bernoulli_probit")
    capture.output( opt <- optim(par=c(0.5,1,0.1), fn=gp_model$neg_log_likelihood, y=y, method="Nelder-Mead"), file='NUL')
    cov_pars <- c(0.3181509, 1.2788456, 0.1218680)
    expect_lt(sum(abs(opt$par-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(abs(opt$value-(63.7432077)),TOLERANCE_MEDIUM)
    expect_equal(as.integer(opt$counts[1]), 88)
  })
  
  test_that("Combined GP and grouped random effects model with random coefficients ", {
    
    probs <- pnorm(as.vector(L %*% b_1 + Z_SVC[,1] * L %*% b_2 + Z_SVC[,2] * L %*% b_3) + 
                     Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.9867234) < probs)
    init_cov_pars <- c(rep(1,3),rep(c(1,mean(dist(coords))/3),3))
    
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", gp_rand_coef_data = Z_SVC,
                                           group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1,
                                           y = y, likelihood = "bernoulli_probit",
                                           params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                         lr_cov = 0.2, use_nesterov_acc = FALSE, maxit=10))
                    , file='NUL')
    expected_values <- c(0.09859312, 0.35813763, 0.50164573, 0.67372019,
                         0.08825524, 0.77807532, 0.10896128, 1.03921290, 0.09538707)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 10)
    
    # Prediction
    gp_model <- GPModel(gp_coords = coords, gp_rand_coef_data = Z_SVC, cov_function = "exponential", likelihood = "bernoulli_probit",
                        group_data = cbind(group,group2), group_rand_coef_data = x, ind_effect_group_rand_coef = 1)
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    Z_SVC_test <- cbind(c(0.1,0.3,0.7),c(0.5,0.2,0.4))
    group_data_pred = cbind(c(1,1,7),c(2,1,3))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    pred <- gp_model$predict(y = y, gp_coords_pred = coord_test,
                             gp_rand_coef_data_pred=Z_SVC_test,
                             group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.9,0.8,1.2,1,0.1,0.8,0.15,1.1,0.08), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(1.612451, 1.147407, -1.227187)
    expected_cov <- c(1.63468526, 1.02982815, -0.01916993, 1.02982815,
                      1.43601348, -0.03404720, -0.01916993, -0.03404720, 1.55017397)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.8,1.2,1,0.1,0.8,0.15,1.1,0.08),y=y)
    expect_lt(abs(nll-71.4286594),TOLERANCE_MEDIUM)
  })
  
  test_that("Combined GP and grouped random effects model with cluster_id's not constant ", {
    
    probs <- pnorm(L %*% b_1 + Z1 %*% b_gr_1)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.2341) < probs)
    init_cov_pars <- c(1,1,mean(dist(coords[cluster_ids==1,]))/3)
    
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", group_data = group,
                                           y = y, cluster_ids = cluster_ids,likelihood = "bernoulli_probit",
                                           params = list(optimizer_cov = "gradient_descent", lr_cov=0.2, use_nesterov_acc = FALSE,
                                                         init_cov_pars=init_cov_pars))
                    , file='NUL')
    cov_pars <- c(0.276476226, 0.007278016, 0.132195703)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 261)
    
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    group_data_pred = c(1,1,9999)
    cluster_ids_pred = c(1,3,1)
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", group_data = group,
                        cluster_ids = cluster_ids,likelihood = "bernoulli_probit")
    pred <- gp_model$predict(y = y, gp_coords_pred = coord_test, group_data_pred = group_data_pred,
                             cluster_ids_pred = cluster_ids_pred,
                             cov_pars = c(1.5,1,0.15), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.1074035, 0.0000000, 0.2945508)
    expected_cov <- c(0.98609786, 0.00000000, -0.02013244, 0.00000000,
                      2.50000000, 0.00000000, -0.02013244, 0.00000000, 2.28927616)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
  })
  
  test_that("Binary classification Gaussian process model with Vecchia approximation", {
    
    params_vecchia <- c(DEFAULT_OPTIM_PARAMS, cg_delta_conv = sqrt(1e-6), 
                        num_rand_vec_trace = 500, cg_preconditioner_type = "pivoted_cholesky",
                        fitc_piv_chol_preconditioner_rank = dim(coords)[1] - 1 )
    init_cov_pars = c(1,mean(dist(coords))/3)
    params_vecchia$init_cov_pars = init_cov_pars
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars = init_cov_pars
    params_mult <- DEFAULT_OPTIM_PARAMS
    init_cov_pars_mult = c(1,mean(dist(unique(coords_multiple)))/3)
    params_mult$init_cov_pars = init_cov_pars_mult
    params_vecchia_mult <- params_vecchia
    params_vecchia_mult$init_cov_pars = init_cov_pars_mult
    params_vecchia_mult$fitc_piv_chol_preconditioner_rank <- dim(unique(coords_multiple))[1]
    
    # Simulate data and define expected values
    probs <- pnorm(L %*% b_1) # note: linear predictor is not included in simulation
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.19341) < probs)
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    init_cov_pars <- c(1,mean(dist(coords))/3)
    cov_pars_pred_eval = c(1,0.2)
    cov_pars <- c(0.92350821208, 0.05944214192)
    coefs <- c(0.3983333, -0.2653886)
    num_it <- 17
    expected_mu <- c(0.3389905, 0.1512445, -0.1039307)
    expected_cov <- c(0.6193228722, 0.5503216948, -0.0001420698, 0.5503216948, 
                      0.6159348965, -0.0001556274, -0.0001420698, -0.0001556274, 0.4291674143)
    expected_mu_resp <- c(0.6050312, 0.5473537, 0.4653610)
    expected_var_resp <- c(0.2389684, 0.2477576, 0.2488001)
    expected_nll <- 67.18342059
    # Estimation, prediction, and likelihood evaluation without Vecchia approximation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, X = X, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE, 
                    predict_var = TRUE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu_resp)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var_resp)),TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-expected_nll),TOLERANCE_STRICT)
    # No linear regression term without Vecchia approximation
    cov_pars_no_X <- c(0.6875476, 0.1062862 )
    mu_no_X <- c(0.01874013, 0.01200800, 0.20498871)
    var_no_X <- c(0.6105248, 0.6093745, 0.4235374)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_no_X)),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval)
    expect_lt(sum(abs(pred$mu-mu_no_X)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-var_no_X)),TOLERANCE_MEDIUM)
    # With duplicates and linear regression term without Vecchia approximation
    eps_multiple <- as.vector(L_multiple %*% b_multiple)
    probs_multiple <- pnorm(eps_multiple)
    y_multiple <- as.numeric(sim_rand_unif(n=n, init_c=0.2818) < probs_multiple)
    coord_test_multiple <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    cov_pars_multiple <- c(0.8263711, 0.1240696 )
    coefs_multiple <- c( 0.6168877, 0.1381717)
    num_it_multiple <- 17
    expected_mu_multiple <- c(-0.01076580, 0.07873293, 0.18927032)
    expected_var_multiple <- c(0.5653402, 0.6019163, 0.6019163)
    nll_multiple <- 58.671494
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y_multiple, X = X, params = params_mult), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_multiple)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_multiple)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_multiple)
    pred <- predict(gp_model, y=y_multiple, gp_coords_pred = coord_test_multiple, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred_eval)
    expect_lt(sum(abs(pred$mu-expected_mu_multiple)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var_multiple)),TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y_multiple)
    expect_lt(abs(nll-nll_multiple),TOLERANCE_STRICT)
    
    for (inv_method in c("cholesky", "iterative")) {
      if(inv_method == "iterative") {
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_ITERATIVE
        tolerance_loc_3 <- 2*TOLERANCE_ITERATIVE
        loop_cg_PC = c("pivoted_cholesky", "vadu", "fitc")
      } else {
        tolerance_loc_1 <- TOLERANCE_STRICT
        tolerance_loc_2 <- TOLERANCE_MEDIUM
        tolerance_loc_3 <-TOLERANCE_STRICT
        loop_cg_PC = c("vadu")
      }
      nsim_var_pred <- 10000
      for (cg_preconditioner_type in loop_cg_PC) {
        params_vecchia$cg_preconditioner_type <- cg_preconditioner_type
        # Vecchia approximation with no ordering
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                            num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method), file='NUL')
        capture.output( fit(gp_model, y = y, X = X, params = params_vecchia)
                        , file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),tolerance_loc_1)
        if(inv_method != "iterative") {
          expect_equal(gp_model$get_num_optim_iter(), num_it)
        }
        # Prediction
        gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                     num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_cov_mat = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),0.2)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_var = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_response = TRUE, predict_var = TRUE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu_resp)),tolerance_loc_1)
          expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_1)
        }        
        # Likelihood evaluation
        nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
        expect_lt(abs(nll-expected_nll),tolerance_loc_1)
        
        if(inv_method == "iterative" && cg_preconditioner_type == "pivoted_cholesky"){
          ## Cannot change cg_preconditioner_type after a model has been fitted
          expect_error( capture.output( fit(gp_model, y = y, params = list(optimizer_cov = "gradient_descent", init_cov_pars=init_cov_pars,
                                                                           lr_cov = 0.1, use_nesterov_acc = FALSE,
                                                                           convergence_criterion = "relative_change_in_parameters",
                                                                           cg_delta_conv = 1e-6, num_rand_vec_trace = 500,
                                                                           cg_preconditioner_type = "vadu")), file='NUL'))
        }
        
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {# some tests are only run for one preconditioner
          ############################
          # Vecchia approximation with random ordering
          ############################
          capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                                 vecchia_ordering="random", likelihood = "bernoulli_probit", 
                                                 gp_approx = "vecchia",  num_neighbors = n-1,
                                                 y = y, X = X, params = params_vecchia, 
                                                 matrix_inversion_method = inv_method), file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_1)
          if(inv_method != "iterative") {
            expect_equal(gp_model$get_num_optim_iter(), num_it)
          }
          # Prediction
          gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                       num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_cov_mat = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
          expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),tolerance_loc_3)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_var = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
          expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_response = TRUE, predict_var = TRUE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu_resp)),tolerance_loc_1)
          expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_1)
          # Likelihood evaluation
          nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
          expect_lt(abs(nll-expected_nll),2*tolerance_loc_1)
          
          #######################
          ## Less neighbors than observations
          #######################
          capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                              likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                              num_neighbors = 30, vecchia_ordering = "none",
                                              matrix_inversion_method = inv_method), file='NUL')
          capture.output( fit(gp_model, y = y, X = X, params = params_vecchia)
                          , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
          if(inv_method != "iterative") {
            expect_equal(gp_model$get_num_optim_iter(), num_it)
          }
          # Prediction
          gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                       num_neighbors_pred = 30, nsim_var_pred = nsim_var_pred)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_cov_mat = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          mu_less_neig <- c(0.3368557, 0.1492578, -0.1034736)
          cov_less_neig <- c(0.6193174862, 0.5503175873, -0.0001440701, 0.5503175873, 
                             0.6159313469, -0.0001546077, -0.0001440701, -0.0001546077, 0.4292547351)
          mu_resp_less_neig <- c(0.6043853, 0.5467346, 0.4655140)
          var_resp_less_neig <- c(0.2391037, 0.2478159, 0.2488107)
          expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$cov)-cov_less_neig)),0.2)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_var = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_1)
          expect_lt(sum(abs(as.vector(pred$var)-cov_less_neig[c(1,5,9)])),tolerance_loc_1)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_response = TRUE, predict_var = TRUE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-mu_resp_less_neig)),tolerance_loc_1)
          expect_lt(sum(abs(pred$var-var_resp_less_neig)),tolerance_loc_1)
          # Use vecchia_pred_type = "order_obs_first_cond_all"
          gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
          pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                          predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
          expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_1)
          expect_lt(sum(abs(as.vector(pred$cov)-cov_less_neig)),tolerance_loc_1)
          pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE, 
                          predict_var = TRUE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
          expect_lt(sum(abs(pred$mu-mu_resp_less_neig)),tolerance_loc_1)
          expect_lt(sum(abs(pred$var-var_resp_less_neig)), tolerance_loc_1)
          # Use vecchia_pred_type = "latent_order_obs_first_cond_obs_only"
          gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_obs_only", 
                                       nsim_var_pred = 2000)
          pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                          predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
          expected_cov_loc <- c(0.6193174862, 0.2835405301, -0.0001440701, 0.2835405301, 0.6159312648,
                                -0.0001525779, -0.0001440701, -0.0001525779, 0.4292547351)
          expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$cov)-expected_cov_loc)),tolerance_loc_1)
          # Use vecchia_pred_type = "order_obs_first_cond_obs_only"
          gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_obs_only")
          pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                          predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test) 
          expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$cov)-expected_cov_loc)),tolerance_loc_1)
        }
        
        ############################
        # Predict training data random effects
        ############################
        capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                               likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                               num_neighbors = 30, vecchia_ordering = "none",
                                               matrix_inversion_method = inv_method,
                                               y = y, params = params_vecchia), file='NUL')
        training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
        gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_obs_only")
        preds <- predict(gp_model, gp_coords_pred = coords, predict_response = FALSE, 
                         predict_var = TRUE)
        expect_lt(sum(abs(training_data_random_effects[,1] - preds$mu)),tolerance_loc_1)
        if(inv_method == "iterative"){
          expect_lt(mean(abs(training_data_random_effects[,2] - preds$var)), tolerance_loc_1) #Different RNG-Status
        } else {
          expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)), tolerance_loc_1)  
        }
        
        ############################
        # No linear regression term
        ############################
        capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                               likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                               num_neighbors = n-1, vecchia_ordering = "random",
                                               matrix_inversion_method = inv_method,
                                               y = y, params = params_vecchia), file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_no_X)),tolerance_loc_1)
        pred <- capture.output( predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                                        predict_response = FALSE, cov_pars = cov_pars_pred_eval), file='NUL')
        expect_lt(sum(abs(pred$mu-mu_no_X)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(pred$var)-var_no_X)),tolerance_loc_2)
        
        ############################
        # With duplicates and linear regression term
        ############################
        capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential",
                                               likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                               num_neighbors = n-1, vecchia_ordering = "none",
                                               matrix_inversion_method = inv_method,
                                               y = y_multiple, X = X, params = params_vecchia_mult), file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_multiple)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_multiple)),tolerance_loc_1)
        if(inv_method != "iterative") {
          expect_equal(gp_model$get_num_optim_iter(), num_it_multiple)
        }
        # Prediction
        gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                     num_neighbors_pred = n/4+1, nsim_var_pred = nsim_var_pred)
        pred <- predict(gp_model, y=y_multiple, gp_coords_pred = coord_test_multiple, X_pred = X_test,
                        predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred_eval)
        expect_lt(sum(abs(pred$mu-expected_mu_multiple)),tolerance_loc_2)
        expect_lt(sum(abs(pred$var-expected_var_multiple)),tolerance_loc_2)
        # Likelihood evaluation
        nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y_multiple)
        expect_lt(abs(nll-nll_multiple),tolerance_loc_1)
        # Predict training data random effects
        training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
        gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_obs_only", 
                                     num_neighbors_pred = n/4, nsim_var_pred = nsim_var_pred)
        preds <- predict(gp_model, gp_coords_pred = coords_multiple, predict_response = FALSE, 
                         predict_var = TRUE, X_pred = X)
        pred_mu_exp <- preds$mu - X %*% gp_model$get_coef(std_err = FALSE)
        expect_lt(sum(abs(training_data_random_effects[,1] - pred_mu_exp)),tolerance_loc_1)
        if(inv_method == "iterative"){
          expect_lt(mean(abs(training_data_random_effects[,2] - preds$var)), tolerance_loc_1) #Different RNG-Status
        } else {
          expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)), tolerance_loc_1)  
        }
        
      }# end loop cg_preconditioner_type in loop_cg_PC
    }# end loop inv_method in c("cholesky", "iterative")
    
    ## "vecchia" preconditioner
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                        likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                        num_neighbors = 30, vecchia_ordering = "none",
                                        matrix_inversion_method = "iterative"), file='NUL')
    gp_model$set_optim_params(params = params_vecchia)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-expected_nll),tolerance_loc_1)
    
    #######################
    ## Other covariance functions
    #######################
    cov_pars_matern <- c(0.98944996176, 0.04986090038)
    coefs_matern <- c(0.4250887028, -0.2722344688)
    num_it_matern <- 18
    nll_opt_matern <- 64.59961544
    nll_matern <- 68.10706059
    mu_matern <- c(0.3603830, 0.1577247, -0.1189037)
    var_matern <- c(0.4497997, 0.4460163, 0.2566184)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5,
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, X = X, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_matern)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_matern)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_matern)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_matern), TOLERANCE_STRICT)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-nll_matern),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-mu_matern)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-var_matern)),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5 + 1E-4,
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, X = X, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_matern)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_matern)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), num_it_matern)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_matern), TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-nll_matern),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-mu_matern)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-var_matern)),TOLERANCE_MEDIUM)
    # With Vecchia approximation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5,
                                           likelihood = "bernoulli_probit", gp_approx = "vecchia", num_neighbors = n-1,
                                           y = y, X = X, params = params, matrix_inversion_method = "cholesky"), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_matern)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_matern)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_matern)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_matern), TOLERANCE_STRICT)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-nll_matern),TOLERANCE_STRICT)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE,
                                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test) , file='NUL')
    expect_lt(sum(abs(pred$mu-mu_matern)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-var_matern)),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern", cov_fct_shape = 1.5 + 1E-4,
                                           likelihood = "bernoulli_probit", gp_approx = "vecchia", num_neighbors = n-1,
                                           y = y, X = X, params = params, matrix_inversion_method = "cholesky"), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_matern)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_matern)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), num_it_matern)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_matern), TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-nll_matern),TOLERANCE_MEDIUM)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE,
                                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test) , file='NUL')
    expect_lt(sum(abs(pred$mu-mu_matern)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-var_matern)),TOLERANCE_MEDIUM)
    
    ###################
    ## Random coefficient GPs
    ###################
    probs <- pnorm(as.vector(L %*% b_1 + Z_SVC[,1] * L %*% b_2 + Z_SVC[,2] * L %*% b_3))
    y_rand_coef <- as.numeric(sim_rand_unif(n=n, init_c=0.543) < probs)
    init_cov_pars_RC <- rep(init_cov_pars, 3)
    # Estimation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", gp_rand_coef_data = Z_SVC,
                                           y = y_rand_coef, likelihood = "bernoulli_probit", gp_approx = "vecchia", 
                                           num_neighbors = n-1, vecchia_ordering = "none", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent",
                                                         lr_cov = 1, use_nesterov_acc = TRUE, 
                                                         acc_rate_cov=0.5, maxit=1000, init_cov_pars=init_cov_pars_RC)), file='NUL')
    expected_values <- c(0.3701097, 0.2846740, 2.1160323, 0.3305266, 0.1241462, 0.1846456)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 39)
    # Same estimation without Vecchia approximation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", gp_rand_coef_data = Z_SVC,
                                           y = y_rand_coef, likelihood = "bernoulli_probit", gp_approx = "none",
                                           params = list(optimizer_cov = "gradient_descent",
                                                         lr_cov = 1, use_nesterov_acc = TRUE, 
                                                         acc_rate_cov=0.5, maxit=1000, init_cov_pars=init_cov_pars_RC)), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-expected_values)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 39)
    # Prediction
    capture.output( gp_model <- GPModel(gp_coords = coords, gp_rand_coef_data = Z_SVC,
                                        cov_function = "exponential", likelihood = "bernoulli_probit",
                                        gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none", matrix_inversion_method = "cholesky"), file='NUL')
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    Z_SVC_test <- cbind(c(0.1,0.3,0.7),c(0.5,0.2,0.4))
    gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", num_neighbors_pred=n+2)
    pred <- gp_model$predict(y = y_rand_coef, gp_coords_pred = coord_test, gp_rand_coef_data_pred=Z_SVC_test,
                             cov_pars = c(1,0.1,0.8,0.15,1.1,0.08), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.18346009, 0.03479259, -0.17247579)
    expected_cov <- c(1.039879e+00, 7.521981e-01, -3.256500e-04, 7.521981e-01, 
                      8.907289e-01, -6.719282e-05, -3.256500e-04, -6.719282e-05, 9.147899e-01)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Same prediction without Veccchia approximation
    capture.output( gp_model <- GPModel(gp_coords = coords, gp_rand_coef_data = Z_SVC,
                                        cov_function = "exponential", likelihood = "bernoulli_probit",
                                        gp_approx = "none"), file='NUL')
    pred <- gp_model$predict(y = y_rand_coef, gp_coords_pred = coord_test, gp_rand_coef_data_pred=Z_SVC_test,
                             cov_pars = c(1,0.1,0.8,0.15,1.1,0.08), predict_cov_mat = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(1,0.1,0.8,0.15,1.1,0.08),y=y_rand_coef)
    expect_lt(abs(nll-65.1768199),TOLERANCE_MEDIUM)
    
    ###################
    ##  Multiple cluster IDs
    ###################
    probs <- pnorm(L %*% b_1)
    y_clus <- as.numeric(sim_rand_unif(n=n, init_c=0.2978341) < probs)
    init_cov_pars <- c(1,mean(dist(coords[cluster_ids==1,]))/3)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           y = y_clus, cluster_ids = cluster_ids, likelihood = "bernoulli_probit",
                                           gp_approx = "vecchia", num_neighbors = n-1,
                                           vecchia_ordering = "none", matrix_inversion_method = "cholesky",
                                           params = list(optimizer_cov = "gradient_descent", lr_cov=0.2, 
                                                         use_nesterov_acc = FALSE, init_cov_pars=init_cov_pars)), file='NUL')
    cov_pars <- c(0.5085134, 0.2011667)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 20)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    cluster_ids_pred = c(1,3,1)
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                        cluster_ids = cluster_ids,likelihood = "bernoulli_probit"), file='NUL')
    pred <- gp_model$predict(y = y_clus, gp_coords_pred = coord_test,
                             cluster_ids_pred = cluster_ids_pred,
                             cov_pars = c(1.5,0.15), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.1509569, 0.0000000, 0.9574946)
    expected_cov <- c(1.2225959453, 0.0000000000, 0.0003074858, 0.0000000000,
                      1.5000000000, 0.0000000000, 0.0003074858, 0.0000000000, 1.0761874845)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
  })
  
  test_that("Binary classification Gaussian process model with VIF (or Full scale Vecchia) approximation", {
    params_vif <- c(DEFAULT_OPTIM_PARAMS, cg_delta_conv = sqrt(1e-6), 
                    num_rand_vec_trace = 500, cg_preconditioner_type = "fitc")
    init_cov_pars = c(1,mean(dist(coords))/3)
    params_vif$init_cov_pars = init_cov_pars
    params_vif$fitc_piv_chol_preconditioner_rank = dim(coords)[1] - 1 
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars = init_cov_pars
    params_mult <- DEFAULT_OPTIM_PARAMS
    init_cov_pars_mult = c(1,mean(dist(unique(coords_multiple)))/3)
    params_mult$init_cov_pars = init_cov_pars_mult
    params_vif_mult <- params_vif
    params_vif_mult$init_cov_pars = init_cov_pars_mult
    
    # Simulate data and define expected values
    probs <- pnorm(L %*% b_1) # note: linear predictor is not included in simulation
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.19341) < probs)
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    init_cov_pars <- c(1,mean(dist(coords))/3)
    cov_pars_pred_eval = c(1,0.2)
    cov_pars <- c(0.92350821208, 0.05944214192)
    coefs <- c(0.3983333, -0.2653886)
    num_it <- 17
    expected_mu <- c(0.3389905, 0.1512445, -0.1039307)
    expected_cov <- c(0.6193228722, 0.5503216948, -0.0001420698, 0.5503216948, 
                      0.6159348965, -0.0001556274, -0.0001420698, -0.0001556274, 0.4291674143)
    expected_mu_resp <- c(0.6050312, 0.5473537, 0.4653610)
    expected_var_resp <- c(0.2389684, 0.2477576, 0.2488001)
    expected_nll <- 67.18342059
    # Estimation, prediction, and likelihood evaluation without VIF approximation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, X = X, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE, 
                    predict_var = TRUE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu_resp)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var_resp)),TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
    expect_lt(abs(nll-expected_nll),TOLERANCE_STRICT)
    # No linear regression term without VIF approximation
    cov_pars_no_X <- c(0.6875476, 0.1062862 )
    mu_no_X <- c(0.01874013, 0.01200800, 0.20498871)
    var_no_X <- c(0.6105248, 0.6093745, 0.4235374)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_no_X)),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval)
    expect_lt(sum(abs(pred$mu-mu_no_X)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-var_no_X)),TOLERANCE_MEDIUM)
    # With duplicates and linear regression term without Vecchia approximation
    eps_multiple <- as.vector(L_multiple %*% b_multiple)
    probs_multiple <- pnorm(eps_multiple)
    y_multiple <- as.numeric(sim_rand_unif(n=n, init_c=0.2818) < probs_multiple)
    coord_test_multiple <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    cov_pars_multiple <- c(0.8263711, 0.1240696 )
    coefs_multiple <- c( 0.6168877, 0.1381717)
    num_it_multiple <- 17
    expected_mu_multiple <- c(-0.01076580, 0.07873293, 0.18927032)
    expected_var_multiple <- c(0.5653402, 0.6019163, 0.6019163)
    nll_multiple <- 58.671494
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "none",
                                           y = y_multiple, X = X, params = params_mult), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_multiple)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_multiple)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_multiple)
    pred <- predict(gp_model, y=y_multiple, gp_coords_pred = coord_test_multiple, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred_eval)
    expect_lt(sum(abs(pred$mu-expected_mu_multiple)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var_multiple)),TOLERANCE_MEDIUM)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y_multiple)
    expect_lt(abs(nll-nll_multiple),TOLERANCE_STRICT)
    tolerance_loc_1 <- TOLERANCE_ITERATIVE
    tolerance_loc_2 <- TOLERANCE_ITERATIVE
    tolerance_loc_3 <- 2*TOLERANCE_ITERATIVE
    loop_cg_PC = c("vifdu", "fitc")
    nsim_var_pred <- 10000
    for (cg_preconditioner_type in loop_cg_PC) {
      params_vif$cg_preconditioner_type <- cg_preconditioner_type
      # vif approximation with no ordering
      capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                          likelihood = "bernoulli_probit", gp_approx = "full_scale_vecchia", 
                                          num_neighbors = n-1, num_ind_points = 20,vecchia_ordering = "none",
                                          matrix_inversion_method = "iterative"), file='NUL')
      capture.output( fit(gp_model, y = y, X = X, params = params_vif)
                      , file='NUL')
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_1)
      # Prediction
      gp_model$set_prediction_data(num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
      capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                      predict_var = TRUE, predict_response = FALSE, 
                                      cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
      expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
      expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
      # Likelihood evaluation
      nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
      expect_lt(abs(nll-expected_nll),tolerance_loc_3)
      
      
      if (cg_preconditioner_type == "fitc") {# some tests are only run for one preconditioner
        ############################
        # VIF approximation with correlation-based neighbor search
        ############################
        capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                               vecchia_ordering="random", likelihood = "bernoulli_probit", 
                                               gp_approx = "full_scale_vecchia_correlation_based", 
                                               num_neighbors = n-1, num_ind_points = 20,
                                               y = y, X = X, params = params_vif, 
                                               matrix_inversion_method = "iterative"), file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_1)
        # Prediction
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_var = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),2*tolerance_loc_1)
        # Likelihood evaluation
        nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y)
        expect_lt(abs(nll-expected_nll),tolerance_loc_1)
        
        #######################
        ## Less neighbors than observations
        #######################
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = "bernoulli_probit", gp_approx = "full_scale_vecchia", 
                                            num_neighbors = 10, num_ind_points = 20, vecchia_ordering = "none",
                                            matrix_inversion_method = "iterative"), file='NUL')
        capture.output( fit(gp_model, y = y, X = X, params = params_vif)
                        , file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_3)
        # Prediction
        mu_less_neig <- c(0.3362000,  0.1499488, -0.1014509)
        var_resp_less_neig <- c(0.6036511, 0.6025073, 0.4220153)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_var = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-mu_less_neig)),tolerance_loc_1)
        expect_lt(sum(abs(as.vector(pred$var)-var_resp_less_neig)),tolerance_loc_1)
      }
      
      
    }# end loop cg_preconditioner_type in loop_cg_PC
  })
  
  test_that("Binary classification Gaussian process model with Wendland covariance function", {
    
    probs <- pnorm(L %*% b_1)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.2341) < probs)
    init_cov_pars <- c(mean(dist(coords))/3)
    # Estimation using gradient descent
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "wendland", 
                                           cov_fct_taper_shape = 0, cov_fct_taper_range = 0.1,
                                           y = y, likelihood = "bernoulli_probit",
                                           params = list(optimizer_cov = "gradient_descent", 
                                                         lr_cov = 0.1, use_nesterov_acc = TRUE,
                                                         acc_rate_cov = 0.5, init_cov_pars=init_cov_pars)), file='NUL')
    cov_pars <- c(0.5553221)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 33)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.05440076, -0.05767809, 0.05060592)
    expected_cov <- c(0.5539199, 0.4080647, 0.0000000, 0.4080647, 0.5533222, 0.0000000, 0.0000000, 0.0000000, 0.5146614)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict variances
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE)
    expected_mu <- c(0.4825954, 0.4815441, 0.5163995)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
  })
  
  test_that("Binary classification with linear predictor and grouped random effects model ", {
    
    probs <- pnorm(Z1 %*% b_gr_1 + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.542) < probs)
    init_cov_pars = c(1)
    
    # Estimation using gradient descent and Nesterov acceleration
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "gradient_descent",
                                                     optimizer_coef = "gradient_descent", lr_cov = 0.05, lr_coef = 1,
                                                     use_nesterov_acc = TRUE, acc_rate_cov = 0.2, acc_rate_coef = 0.1,
                                                     init_cov_pars=init_cov_pars))
    cov_pars <- c(0.4072025)
    coef <- c(-0.1113238, 1.5178339)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 43)
    
    # Estimation using Nelder-Mead
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "nelder_mead",
                                                     optimizer_coef = "nelder_mead", delta_rel_conv=1e-12,
                                                     init_cov_pars=init_cov_pars))
    cov_pars <- c(0.399973)
    coef <- c(-0.1109516, 1.5149596)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    # init_cov_pars not given
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "nelder_mead",
                                                     optimizer_coef = "nelder_mead", delta_rel_conv=1e-12))
    cov_pars <- c(0.399973)
    coef <- c(-0.1109516, 1.5149596)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    
    # Estimation using lbfgs
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "lbfgs", optimizer_coef = "lbfgs"))
    cov_pars <- c(0.3996146704)
    coef <- c(-0.1109363315, 1.5150072519)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 9)
    
    # Prediction
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "gradient_descent",
                                                     optimizer_coef = "gradient_descent",
                                                     use_nesterov_acc=FALSE, lr_coef=1, init_cov_pars=init_cov_pars))
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.81132150, -0.08574588, 0.21768684, 1.40591430)
    expected_cov <- c(0.1380238, 0.0000000, 0.0000000, 0.0000000, 0.0000000, 0.1688248, 0.1688248, 
                      0.0000000, 0.0000000, 0.1688248, 0.1688248, 0.0000000, 0.0000000, 0.0000000, 0.0000000, 0.4051185)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, predict_response = TRUE)
    expected_mu <- c(0.2234684, 0.4683923, 0.5797886, 0.8821984)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    
    # Predict training data random effects
    all_training_data_random_effects <- predict_training_data_random_effects(gp_model, predict_var = TRUE)
    first_occurences <- match(unique(group), group)
    training_data_random_effects <- all_training_data_random_effects[first_occurences,] 
    group_unique <- unique(group)
    X_zero <- cbind(rep(0,length(group_unique)),rep(0,length(group_unique)))
    preds <- predict(gp_model, group_data_pred = group_unique, X_pred = X_zero, 
                     predict_response = FALSE, predict_var = TRUE)
    expect_lt(sum(abs(training_data_random_effects[,1] - preds$mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(training_data_random_effects[,2] - preds$var)),TOLERANCE_STRICT)
    
    # Standard deviations
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit", 
                                           y = y, X=X, params = list(optimizer_cov = "gradient_descent",
                                                                     optimizer_coef = "gradient_descent", init_cov_pars=init_cov_pars,
                                                                     use_nesterov_acc = TRUE, lr_cov = 0.1, lr_coef = 1)),
                    file='NUL')
    cov_pars <- c(0.4016599868 )
    coef <- c(-0.1116235586,  0.2568338470 , 1.5161515464,  0.2637361920)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_STRICT)
    
    # Providing initial covariance parameters and coefficients
    cov_pars <- c(1)
    coef <- c(2,5)
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(maxit=0, init_cov_pars=cov_pars, init_coef=coef,
                                                     optimizer_cov = "gradient_descent"))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    
    # Large data
    n_L <- 1e6 # number of samples
    m_L <- n_L/10 # number of categories / levels for grouping variable
    group_L <- rep(1,n_L) # grouping variable
    for(i in 1:m_L) group_L[((i-1)*n_L/m_L+1):(i*n_L/m_L)] <- i
    keps <- 1E-10
    b1_L <- qnorm(sim_rand_unif(n=m_L, init_c=0.671)*(1-keps) + keps/2)
    X_L <- cbind(rep(1,n_L),sim_rand_unif(n=n_L, init_c=0.8671)-0.5) # design matrix / covariate data for fixed effect
    probs_L <- pnorm(b1_L[group_L] + X_L%*%beta)
    y_L <- as.numeric(sim_rand_unif(n=n_L, init_c=0.12378)*(1-keps) + keps/2 < probs_L)
    # Estimation using gradient descent and Nesterov acceleration
    gp_model <- fitGPModel(group_data = group_L, likelihood = "bernoulli_probit",
                           y = y_L, X=X_L, params = list(optimizer_cov = "gradient_descent",
                                                         optimizer_coef = "gradient_descent", lr_cov = 0.05, lr_coef = 0.1,
                                                         use_nesterov_acc = TRUE, init_cov_pars=init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.9757876802)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(0.09848153264, 1.99446139138))),TOLERANCE_MEDIUM)
    
  })
  
  test_that("Binary classification with linear predictor and Gaussian process model ", {
    
    probs <- pnorm(L %*% b_1 + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.199) < probs)
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    
    # Estimation
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = params)
    cov_pars <- c(1.2660987164, 0.2854664658)
    coefs <- c(0.2041076447, 1.4663366438)
    nll <- 48.41567975
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll), TOLERANCE_STRICT)
    
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = c(1,0.2))
    expected_mu <- c(-0.6873889499, 0.3334397127, 2.5116340251)
    expected_var <- c(0.7205439641, 0.7196871780, 0.4591627357)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
    # Estimation using Nelder-Mead
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = list(optimizer_cov = "nelder_mead",
                                                     optimizer_coef = "nelder_mead", 
                                                     maxit=1000, delta_rel_conv=1e-12, init_cov_pars = params$init_cov_pars))
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(1.2717516, 0.2875537))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(0.1999365, 1.4666199))),TOLERANCE_MEDIUM)
    
    # Standard deviations
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit", 
                                           y = y, X=X, params = params),
                    file='NUL')
    coef <- c(0.2041076447, 0.5402831971, 1.4663366438, 0.3028191307)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_MEDIUM)
    
  })
  
  test_that("Tapering for binary classification", {
    
    probs <- pnorm(L %*% b_1 + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.199) < probs)
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    params_mult = DEFAULT_OPTIM_PARAMS
    params_mult$init_cov_pars <- c(1,mean(dist(unique(coords_multiple)))/3)
    
    # No tapering
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = params)
    cov_pars <- c(1.2660987164, 0.2854664658)
    coefs <- c(0.2041076447, 1.4663366438)
    nll <- 48.41567975
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll), TOLERANCE_STRICT)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = c(1, 0.2))
    expected_mu <- c(-0.6873889499, 0.3334397127, 2.5116340251)
    expected_var <- c(0.7205439641, 0.7196871780 ,0.4591627357)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
    # With tapering and very large tapering range 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           gp_approx = "tapering", cov_fct_taper_shape = 0, cov_fct_taper_range = 1e6,
                                           y = y, X=X, params = params), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll), TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = c(1, 0.2))
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
    # With tapering and small tapering range
    params_25 <- params
    params_25$init_cov_pars <- c(1, mean(dist(coords))/5.9 / 2 * sqrt(5))
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "matern", likelihood = "bernoulli_probit",
                                           cov_fct_shape = 2.5,
                                           gp_approx = "tapering", cov_fct_taper_shape = 1, cov_fct_taper_range = 0.5,
                                           y = y, X=X, params = params_25), file='NUL')
    cov_pars <- c(0.8066310, 0.4394089)
    coefs <- c(0.3572927, 1.3868262)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 9)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = c(1,0.2))
    expected_mu <- c( -0.4479216, 0.5456168, 2.4365937)
    expected_var <- c(0.7188332, 0.7297977, 0.3826909)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
    # Multiple observations at the same location
    eps_multiple <- as.vector(L_multiple %*% b_multiple)
    probs <- pnorm(eps_multiple + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.41) < probs)
    #No tapering
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "none", 
                                           cov_fct_taper_shape = 0, cov_fct_taper_range = 1e6,
                                           y = y, X=X, params = params_mult), file='NUL')
    cov_pars <- c(1.10087285407, 0.08210071565)
    coefs <- c(0.5546205072, 1.7750831945)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_MEDIUM)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = c(1,0.1))
    expected_mu <- c( -0.4444039547, 0.7819372016, 2.2020037559)
    expected_var <- c(0.8182217994, 0.8492281399, 0.8492281399)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
    # With tapering and very large tapering range 
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "tapering", 
                                           cov_fct_taper_shape = 0, cov_fct_taper_range = 1e6,
                                           y = y, X=X, params = params_mult), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),1e-1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),1e-1)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),0.1)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),1)
    
    # With tapering and small tapering range 
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", 
                                           likelihood = "bernoulli_probit", gp_approx = "tapering", 
                                           cov_fct_taper_shape = 0, cov_fct_taper_range = 0.5,
                                           y = y, X=X, params = params_mult), file='NUL')
    cov_pars <- c(1.1116570369, 0.1605364915)
    coefs <- c(0.5578846856, 1.7690518846)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),1e-2)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c( -0.4310628596 , 0.7944185893 , 2.2096600970)
    expected_var <- c( 0.9198750706, 0.9556430171, 0.9556430171)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    
  })
  
  test_that("FITC for binary classification", {
    
    probs <- pnorm(L %*% b_1 + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.199) < probs)
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    coord_test_v1 <- rbind(c(0.11,0.45),coords[1:2,])
    coord_test_multiple <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    cov_pars_ll <- c(1, 0.2)
    cov_pars_pred = c(1, 0.2)
    y_multiple <- as.numeric(sim_rand_unif(n=n, init_c=0.6779) < pnorm(L_multiple %*% b_multiple + X%*%beta))
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    params_mult = DEFAULT_OPTIM_PARAMS
    params_mult$init_cov_pars <- c(1,mean(dist(unique(coords_multiple)))/3)
    cluster_ids_ip <- c(rep(1,n/2),rep(2,n/2))
    cluster_ids_pred <- c(1,2,2)
    cluster_ids_pred_new <- c(1,2,99)
    X_test_clus <- cbind(rep(0,3),rep(0,3))
    
    # Cannot have more inducing points than samples
    expect_error( fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                             y = y, X=X, params = params, gp_approx = "fitc", 
                             num_ind_points = n+1, ind_points_selection = "random") )
    
    ## Evaluate log-likelihood
    gp_model_no_approx <- GPModel(gp_coords = coords, cov_function = "exponential", 
                                  likelihood = "bernoulli_probit")
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", 
                        likelihood = "bernoulli_probit", gp_approx = "fitc", 
                        num_ind_points = n, ind_points_selection = "random")
    expect_lt(abs(gp_model$neg_log_likelihood(y = y, cov_pars = cov_pars_ll) - 
                    gp_model_no_approx$neg_log_likelihood(y = y, cov_pars = cov_pars_ll)),TOLERANCE_STRICT)
    capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", 
                                        likelihood = "bernoulli_probit", gp_approx = "fitc", 
                                        num_ind_points  = 50, ind_points_selection = "kmeans++") , file='NUL')
    nll2 <- 63.19375632
    expect_lt(abs(gp_model$neg_log_likelihood(y = y, cov_pars = cov_pars_ll) - nll2),TOLERANCE_STRICT)
    
    # Estimation without approximation
    gp_model_no_approx <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                     y = y, X=X, params = params)
    nll_exp <- gp_model_no_approx$get_current_neg_log_likelihood() + 0.
    # Nelder-Mead
    params_NM <- params
    params_NM$optimizer_coef <- params_NM$optimizer_cov <- "nelder_mead"
    gp_model_NM_no_approx <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                        y = y, X=X, params = params_NM)
    nll_NM_exp <- gp_model_NM_no_approx$get_current_neg_log_likelihood() + 0.
    # Prediction
    pred_var_no_approx <- predict(gp_model_no_approx, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                                  predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    pred_cov_no_approx <- predict(gp_model_no_approx, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                                  predict_cov = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    pred_resp_no_approx <- predict(gp_model_no_approx, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                                   predict_var = FALSE, predict_response = TRUE, cov_pars = cov_pars_pred)
    X0 <- matrix(0, nrow=nrow(X), ncol=ncol(X))
    pred_train_no_approx <- predict(gp_model_no_approx, y=y, gp_coords_pred = coords, X_pred = X0,
                                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    # duplicate coordinates
    gp_model_mult_no_approx <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", likelihood = "bernoulli_probit",
                                          y = y_multiple, X=X, params = params_mult)
    nll_mult_exp <- gp_model_mult_no_approx$get_current_neg_log_likelihood() + 0.
    pred_mult_no_approx <- predict(gp_model_mult_no_approx, gp_coords_pred = coord_test_multiple, X_pred = X_test,
                                   predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    # cluster_ids
    gp_model_clus_no_approx <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                          cluster_ids = cluster_ids_ip, y = y, X=X, params = params)
    nll_clus_exp <- gp_model_clus_no_approx$get_current_neg_log_likelihood() + 0.
    pred_clus_no_approx <- predict(gp_model_clus_no_approx, y=y, gp_coords_pred = coord_test_v1, 
                                   X_pred = X_test_clus, cluster_ids_pred = cluster_ids_pred, 
                                   predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    pred_clus_no_approx_new <- predict(gp_model_clus_no_approx, y=y, gp_coords_pred = coord_test_v1, 
                                       X_pred = X_test_clus, cluster_ids_pred = cluster_ids_pred_new, 
                                       predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    
    # Fitc and large num_ind_points
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = params, gp_approx = "fitc", 
                           num_ind_points = n, ind_points_selection = "random")
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_no_approx$get_cov_pars(std_err = FALSE)))),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_no_approx$get_coef(std_err = FALSE)))),TOLERANCE_STRICT_LOWER)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_exp),TOLERANCE_STRICT_LOWER)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu - pred_var_no_approx$mu)),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(pred$var) - as.vector(pred_var_no_approx$var))),TOLERANCE_STRICT_LOWER)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                    predict_cov = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu - pred_cov_no_approx$mu)),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(pred$cov) - as.vector(pred_cov_no_approx$cov))),TOLERANCE_STRICT_LOWER)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                    predict_var = FALSE, predict_response = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu - pred_resp_no_approx$mu)),TOLERANCE_STRICT)
    # Predict training data
    pred_train_fitc <- predict(gp_model, y=y, gp_coords_pred = coords, X_pred = X0,
                               predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred_train_no_approx$mu - pred_train_fitc$mu)), TOLERANCE_LOOSE)
    expect_lt(sum(abs(pred_train_no_approx$var - pred_train_fitc$var)), TOLERANCE_LOOSE)
    # With duplicate locations
    gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y_multiple, X=X, params = params_mult, gp_approx = "fitc", 
                           num_ind_points = dim(unique(coords_multiple))[1], ind_points_selection = "random")
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_mult_no_approx$get_cov_pars(std_err = FALSE)))),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_mult_no_approx$get_coef(std_err = FALSE)))),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), gp_model_mult_no_approx$get_num_optim_iter())
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_mult_exp),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test_multiple, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu - pred_mult_no_approx$mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var) - as.vector(pred_mult_no_approx$var))),TOLERANCE_STRICT_LOWER)
    # cluster_ids
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = params, gp_approx = "fitc", cluster_ids = cluster_ids_ip,
                           num_ind_points = n/2, ind_points_selection = "random")
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_clus_no_approx$get_cov_pars(std_err = FALSE)))),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_clus_no_approx$get_coef(std_err = FALSE)))),TOLERANCE_STRICT_LOWER)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_clus_exp),TOLERANCE_STRICT_LOWER)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, 
                    X_pred = X_test_clus, cluster_ids_pred = cluster_ids_pred, 
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu - pred_clus_no_approx$mu)),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(pred$var) - as.vector(pred_clus_no_approx$var))),TOLERANCE_STRICT_LOWER)
    ## Prediction of new clusters crashes
    # pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, 
    #                 X_pred = X_test_clus, cluster_ids_pred = cluster_ids_pred_new, 
    #                 predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    # expect_lt(sum(abs(pred$mu - pred_clus_no_approx_new$mu)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(as.vector(pred$var) - as.vector(pred_clus_no_approx_new$var))),TOLERANCE_STRICT)
    
    # Fitc and smaller num_ind_points
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           y = y, X=X, params = params, gp_approx = "fitc", 
                                           num_ind_points = 50, ind_points_selection = "kmeans++") , file='NUL')
    cov_pars_2 <- c(1.7324736196, 0.2309298927)
    coefs_2 <- c(0.295343207, 1.652497060)
    nll_2 <- 48.12118327
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_2)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_2)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_2), TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_no_approx$get_cov_pars(std_err = FALSE)))),1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_no_approx$get_coef(std_err = FALSE)))),0.5)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_exp),0.5)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                    predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    mu_exp <- c(0.1490041762, 1.5004627917, 1.4013979652)
    cov_exp <- c(0.8107949834558, 0.2819004861656, -0.0002747792541, 0.2819004861656, 0.6612259073134, -0.0001570211704, -0.0002747792541, -0.0001570211704, 0.3925457235401)
    expect_lt(sum(abs(pred$mu - mu_exp)),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(as.vector(pred$var) - cov_exp[c(1,5,9)])),TOLERANCE_STRICT_LOWER)
    expect_lt(sum(abs(pred$mu - pred_var_no_approx$mu)),0.5)
    expect_lt(sum(abs(as.vector(pred$var) - as.vector(pred_var_no_approx$var))),0.5)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test_v1, X_pred = X_test,
                    predict_cov = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(as.vector(pred$cov) - as.vector(pred_cov_no_approx$cov))),0.5)
    expect_lt(sum(abs(as.vector(pred$cov) - cov_exp)),TOLERANCE_STRICT_LOWER)
    # Predict training data
    pred_train_fitc <- predict(gp_model, y=y, gp_coords_pred = coords, X_pred = X0,
                               predict_var = TRUE, predict_response = FALSE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred_train_no_approx$mu - pred_train_fitc$mu)), 7)
    expect_lt(sum(abs(pred_train_no_approx$var - pred_train_fitc$var)), 5)
    # With duplicate locations
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           y = y_multiple, X=X, params = params_mult, gp_approx = "fitc", 
                                           num_ind_points = 12, ind_points_selection = "kmeans++")  , file='NUL')
    cov_pars_2 <- c(5.14508166660, 0.07137513197)
    coefs_2 <- c(1.545233283, 4.393281778)
    nll_2 <- 31.49300336
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_2)),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_2)),TOLERANCE_LOOSE)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_2), TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_mult_no_approx$get_cov_pars(std_err = FALSE)))),1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_mult_no_approx$get_coef(std_err = FALSE)))),0.5)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_mult_exp),0.2)
    
    # Nelder-Mead for fitc and large num_ind_points
    gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                           y = y, X=X, params = params_NM, gp_approx = "fitc", 
                           num_ind_points = n, ind_points_selection = "random")
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE)) - as.vector(gp_model_NM_no_approx$get_cov_pars(std_err = FALSE)))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE)) - as.vector(gp_model_NM_no_approx$get_coef(std_err = FALSE)))),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_NM_exp),TOLERANCE_STRICT_LOWER)
    # Nelder-Mead for fitc and smaller num_ind_points
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_probit",
                                           y = y, X=X, params = params_NM, gp_approx = "fitc", 
                                           num_ind_points = 50, ind_points_selection = "kmeans++") , file='NUL')
    cov_pars_NM2 <- c(1.6426189413, 0.2444053821)
    coefs_NM2 <- c(0.249596402, 1.609043132)
    nll_NM2 <- 48.11741695
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_NM2)), TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_NM2)), TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood() - nll_NM2), TOLERANCE_STRICT_LOWER)
    
  })
  
  test_that("Binary classification with Gaussian process model and logit link function", {
    
    probs <- 1/(1+exp(- L %*% b_1))
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.2341) < probs)
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    params$lr_cov=0.01
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "bernoulli_logit",
                                           y = y, params = params)
                    , file='NUL')
    cov_pars <- c(1.4300136, 0.1891952)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 85)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.7792960, -0.7876208, 0.5476390)
    expected_cov <- c(1.024266883e+00, 9.215203622e-01, 5.561463409e-05, 9.215203622e-01, 1.022897212e+00, 2.028646043e-05, 5.561463409e-05, 2.028646043e-05, 7.395745025e-01)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.3442815, 0.3426873, 0.6159933)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_mu*(1-expected_mu))),TOLERANCE_STRICT)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
    expect_lt(abs(nll-66.299571),TOLERANCE_STRICT)
  })
  
  test_that("Poisson regression ", {
    
    # Single level grouped random effects
    mu <- exp(Z1 %*% b_gr_1)
    y <- qpois(sim_rand_unif(n=n, init_c=0.04532), lambda = mu)
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                                           y = y, params = list(optimizer_cov = "gradient_descent", use_nesterov_acc = TRUE, lr_cov=0.1))
                    , file='NUL')
    cov_pars <- c(0.4033406)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 8)
    # Prediction
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.07765297, -0.87488533, -0.87488533, 0.00000000)
    expected_cov <- c(0.07526284, 0.00000000, 0.00000000, 0.00000000, 0.00000000,
                      0.15041230, 0.15041230, 0.00000000, 0.00000000, 0.15041230,
                      0.15041230, 0.00000000, 0.00000000, 0.00000000, 0.00000000, 0.40334058)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(1.1221925, 0.4494731, 0.4494731, 1.2234446)
    expected_var <- c(1.2206301, 0.4822647, 0.4822647, 1.9670879)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-140.4554806),TOLERANCE_MEDIUM)
    
    # Multiple random effects
    mu <- exp(Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
    y <- qpois(sim_rand_unif(n=n, init_c=0.74532), lambda = mu)
    init_cov_pars <- rep(1,3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "poisson", matrix_inversion_method = "cholesky",
                                           y = y, params = list(optimizer_cov = "gradient_descent", use_nesterov_acc = TRUE, 
                                                                lr_cov=0.1, init_cov_pars=init_cov_pars))
                    , file='NUL')
    cov_pars <- c(0.4069344, 1.6988978, 1.3415016)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 7)
    # Prediction
    group_data_pred = cbind(c(1,1,77),c(2,1,98))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.9,0.8,1.2), predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.92620057, -0.08200469, 0.00000000)
    expected_cov <- c(0.07730896, 0.04403442, 0.00000000, 0.04403442, 0.11600469,
                      0.00000000, 0.00000000, 0.00000000, 1.80800000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    
    # Gaussian process model
    mu <- exp(L %*% b_1)
    y <- qpois(sim_rand_unif(n=n, init_c=0.435), lambda = mu)
    params = DEFAULT_OPTIM_PARAMS
    params$init_cov_pars <- c(1,mean(dist(coords))/3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", likelihood = "poisson",
                                           y = y, params = params)
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(1.1853922, 0.1500197))),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.4329068, 0.4042531, 0.6833738)
    expected_cov <- c(6.550626e-01, 5.553938e-01, -8.406290e-06, 5.553938e-01, 6.631295e-01, -7.658261e-06, -8.406290e-06, -7.658261e-06, 4.170417e-01)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(2.139213, 2.087188, 2.439748)
    expected_var <- c(6.373433, 6.185895, 5.519896)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
    expect_lt(abs(nll-195.03708036),TOLERANCE_STRICT)
    
    ## Grouped random effects model with a linear predictor
    mu_lin <- exp(Z1 %*% b_gr_1 + X%*%beta)
    y_lin <- qpois(sim_rand_unif(n=n, init_c=0.84532), lambda = mu_lin)
    gp_model <- fitGPModel(group_data = group, likelihood = "poisson",
                           y = y_lin, X=X, params = list(optimizer_cov = "gradient_descent",
                                                         optimizer_coef = "gradient_descent", lr_cov = 0.1, lr_coef = 0.1,
                                                         use_nesterov_acc = TRUE, acc_rate_cov = 0.5))
    cov_pars <- c(0.2977336946)
    coef <- c(-0.1491220786, 2.1209270742)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 23)
  })
  
  test_that("Gamma regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    params$init_aux_pars = 1.
    params$estimate_aux_pars = FALSE
    params_shape <- params
    params_shape$estimate_aux_pars <- TRUE
    shape <- 1
    
    # Single level grouped random effects
    mu <- exp(Z1 %*% b_gr_1)
    y <- qgamma(sim_rand_unif(n=n, init_c=0.04532), scale = mu/shape, shape = shape)
    # Cannot have 0 in response variable
    y_zero <- y
    y_zero[1] <- 0
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                        y = y_zero, params = params))
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params)
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.5175032387)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 4)
    # Prediction
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, 
                    predict_cov_mat = TRUE, predict_response = FALSE, cov_pars = 0.6)
    expected_mu <- c(0.2141580841, -0.9414716643, -0.9414716643, 0.0000000)
    expected_cov <- c(0.08316978821, 0.00000000000, 0.00000000000, 0.00000000000, 0.00000000000, 0.09903395128, 0.09903395128, 0.00000000000, 0.00000000000, 0.09903395128, 0.09903395128, 0.00000000000, 0.00000000000, 0.00000000000, 0.00000000000, 0.60000000000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, 
                    predict_var=TRUE, predict_response = TRUE, cov_pars = 0.6)
    expected_mu <- c(1.2914207620, 0.4098538326, 0.4098538326, 1.3498588076)
    expected_var <- c(1.9570462290, 0.2029549058, 0.2029549058, 4.8181150451)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-105.676137),TOLERANCE_MEDIUM)
    # Also estimate shape parameter
    params_shape$optimizer_cov <- "nelder_mead"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params_shape), file='NUL')
    cov_pars <- c(0.5141632)
    aux_pars <- c(0.9719373)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-105.1597249), TOLERANCE_MEDIUM)
    # Also estimate shape parameter with lbfgs
    params_shape$optimizer_cov <- "lbfgs"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params_shape), file='NUL')
    cov_pars <- c(0.5141245271 )
    aux_pars <- c(0.9719437296 )
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 5)
    # Can set learning rate for auxiliary parameters via lr_cov
    params_shape$optimizer_cov <- "gradient_descent"
    params_temp <- params_shape
    params_temp$maxit = 1
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params_temp), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.9058829)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.9297985)),TOLERANCE_STRICT)
    params_temp$lr_cov = 0.001
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params_temp), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.998025)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.9985453)),TOLERANCE_STRICT)
    # fix some covariance parameters
    params_loc <- params_shape
    params_loc$optimizer_cov = "lbfgs"
    params_loc$estimate_cov_par_index <- c(0)
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y, params = params_loc), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-1)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.9762847373)),TOLERANCE_STRICT)
    
    # Multiple random effects
    mu <- exp(Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
    params$init_cov_pars <- rep(1,3)
    y <- qgamma(sim_rand_unif(n=n, init_c=0.04532), scale = mu/shape, shape = shape)
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    cov_pars <- c(0.5080507200, 1.2045682905, 0.5297377706)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 5)
    # Prediction
    group_data_pred = cbind(c(1,1,77),c(2,1,98))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.9,0.8,1.2), predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(0.1121777, 0.1972216, 0.0000000)
    expected_var <- c(0.2405621, 0.2259258, 1.8080000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    # Also estimate shape parameter
    params_shape$optimizer_cov <- "nelder_mead"
    params_shape$init_cov_pars <- rep(1,3)
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_shape, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5050897, 1.2026241, 0.5232070)
    aux_pars <- c(0.9819755)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),0.01)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-123.517723), TOLERANCE_MEDIUM)
    # Also estimate shape parameter with gradient descent
    params_shape$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_shape, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5065183, 1.2028488, 0.5360939)
    aux_pars <- c(0.9827199)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 31)
    # Also estimate shape parameter with adam
    params_shape$optimizer_cov <- "adam"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_shape, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5052794, 1.2018843, 0.5230190)
    aux_pars <- c(0.9820493)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 279)
    # Also estimate shape parameter with lbfgs
    params_shape$optimizer_cov <- "lbfgs"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_shape, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5052899481, 1.2018984119, 0.5230376096)
    aux_pars <- c(0.9820532321 )
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-123.5177217), TOLERANCE_STRICT)
    # Also estimate shape parameter with gradient descent using internal initialization
    params_shape_no_init <- params_shape
    params_shape_no_init$init_aux_pars <- NULL
    params_shape_no_init$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_shape_no_init, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5064068, 1.2028118, 0.5355322)
    aux_pars <- c(0.9826897)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 34)
    # fix some covariance parameters
    params_loc <- params_shape
    params_loc$optimizer_cov = "lbfgs"
    params_loc$estimate_cov_par_index <- c(0,0,1)
    params_loc$init_cov_pars <- c(1,1,1)
    cov_pars_fix <- c(1,1,0.5122295)
    aux_pars_fix <- 0.9857217
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_loc, matrix_inversion_method = "cholesky"), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[1:2]-params_loc$init_cov_pars[1:2])),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_fix)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_fix)),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = "gamma",
                                           y = y, params = params_loc, matrix_inversion_method = "iterative"), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[1:2]-params_loc$init_cov_pars[1:2])),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_fix)),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_fix)),TOLERANCE_LOOSE)
    
    # Gaussian process model
    mu <- exp(L %*% b_1)
    y <- qgamma(sim_rand_unif(n=n, init_c=0.435), scale = mu/shape, shape = shape)
    params_gp <- params
    params_gp$init_cov_pars <- c(1,mean(dist(coords))/3)
    params_shape_gp <- params_shape
    params_shape_gp$init_cov_pars <- c(1,mean(dist(coords))/3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = "gamma", y = y, params = params_gp)
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(1.0649277352, 0.2738906496))),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 5)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                    predict_cov_mat = TRUE, predict_response = FALSE, cov_pars = c(1,0.3))
    expected_mu <- c(0.3402190964, 0.3032421536, 0.8049749290)
    expected_cov <- c(0.4115761683055, 0.3656963345817, -0.0002730842313, 0.3656963345817, 0.4093969989207, -0.0002761274978, -0.0002730842313, -0.0002761274978, 0.3034576099586)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
    expect_lt(abs(nll-154.4561783),TOLERANCE_STRICT)
    # Also estimate shape parameter
    params_shape_gp$optimizer_cov <- "nelder_mead"
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = "gamma", y = y, params = params_shape_gp)
                    , file='NUL')
    cov_pars <- c(1.0445949478, 0.2971884204)
    aux_pars <- c(0.9400943304)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 115)
    # Also estimate shape parameter with gradient descent
    params_shape_gp$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = "gamma", y = y, params = params_shape_gp)
                    , file='NUL')
    cov_pars <- c(1.0323441289, 0.2898716638)
    aux_pars <- c(0.9413081183)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 26)
    # fix some covariance parameters
    params_loc <- params_shape_gp
    params_loc$optimizer_cov = "lbfgs"
    params_loc$estimate_cov_par_index <- c(0,0)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = "gamma", y = y, params = params_loc), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[1:2]-params_loc$init_cov_pars[1:2])),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(1,0.1786481))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.9902641)),TOLERANCE_STRICT)
    
    params_loc$init_aux_pars <- 2
    params_loc$fitc_piv_chol_preconditioner_rank <- 60
    params_loc$num_rand_vec_trace = 100
    for (estimate_cov_par_index in list(c(0,0),c(1,0),c(0,1))) {
      params_loc$estimate_cov_par_index <- estimate_cov_par_index
      for(gp_approx in c("none", "vecchia", "full_scale_vecchia", "fitc")) {
        for (matrix_inversion_method in c("cholesky", "iterative")) {
          if (matrix_inversion_method == "iterative" && !(gp_approx %in% c("vecchia", "full_scale_vecchia"))) {
            next
          }
          capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                                 likelihood = "gamma", y = y, params = params_loc, gp_approx=gp_approx, 
                                                 num_ind_points =50, num_neighbors = 20, matrix_inversion_method = matrix_inversion_method), file='NUL')
          ind_not <- which(estimate_cov_par_index == 0)
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[ind_not]-params_loc$init_cov_pars[ind_not])),TOLERANCE_STRICT)
          if (length(ind_not) == 2) {
            expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-1)),0.05)
          }
        }
      }
    }
    
    ## Grouped random effects model with a linear predictor
    params_shape$init_cov_pars <- params$init_cov_pars <- NULL
    mu_lin <- exp(Z1 %*% b_gr_1 + X%*%beta)
    y_lin <- qgamma(sim_rand_unif(n=n, init_c=0.532), scale = mu_lin/shape, shape = shape)
    gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                           y = y_lin, X=X, params = params)
    cov_pars <- c(0.4758553032)
    coef <- c(-0.07265257707, 1.89902842379)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    # Also estimate shape parameter
    params_shape$optimizer_cov <- "nelder_mead"
    params_shape$optimizer_coef <- "nelder_mead"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                                           y = y_lin, X=X, params = params_shape), file='NUL')
    cov_pars <- c(0.5097316)
    coef <- c(-0.08623548, 1.90033132)
    aux_pars <- c(1.350364)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 256)
    # Also estimate shape parameter with gradient descent
    params_shape$optimizer_cov <- "gradient_descent"
    params_shape$optimizer_coef <- "gradient_descent"
    gp_model <- fitGPModel(group_data = group, likelihood = "gamma",
                           y = y_lin, X=X, params = params_shape)
    cov_pars <- c(0.5143204465 )
    coef <- c(-0.08618963691, 1.90049146102)
    aux_pars <- c(1.35146943)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    
    ## Combined grouped random effects and Gaussian process model
    mu <- exp(L %*% b_1 + Z1 %*% b_gr_1)
    y <- qgamma(sim_rand_unif(n=n, init_c=0.987), scale = mu/shape, shape = shape)
    params_cb <- params
    params_cb$init_cov_pars <- c(1,1,mean(dist(coords))/3)
    params_shape_cb <- params_shape
    params_shape_cb$init_cov_pars <- c(1,1,mean(dist(coords))/3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           group_data = group, likelihood = "gamma", y = y, params = params_cb)
                    , file='NUL')
    cov_pars <- c(0.56752917723, 0.62600814972, 0.08320722994)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    group_test <- c(1,3,3)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, group_data_pred=group_test,
                    predict_cov_mat = TRUE, predict_response = FALSE, cov_pars = c(0.5,0.6,0.1))
    expected_mu <- c(0.25198471751, -0.69948330411, 0.09027905426)
    expected_cov <- c(0.593567787342, 0.420156335862, 0.007140959113, 0.420156335862, 0.630682357298, 0.119642413505, 0.007140959113, 0.119642413505, 0.474857495120)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.6,0.9,0.2),y=y)
    expect_lt(abs(nll-123.3965559),TOLERANCE_STRICT)
    # Also estimate shape parameter with gradient descent
    params_shape_cb$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           group_data = group, likelihood = "gamma", y = y, params = params_shape_cb)
                    , file='NUL')
    cov_pars <- c(0.62143448, 0.98703748, 0.07443428)
    aux_pars <- c(1.707991)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 27)
    
    # Gaussian process model with Vecchia approximation
    for(inv_method in c("cholesky", "iterative")){
      if(inv_method == "iterative"){
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_ITERATIVE
      } else{
        tolerance_loc_1 <- 0.01
        tolerance_loc_2 <- 0.01
      }
      mu <- exp(0.75 * L %*% b_1)
      y <- qgamma(sim_rand_unif(n=n, init_c=0.7654), scale = mu/shape, shape = shape)
      params$init_cov_pars <- c(1,mean(dist(coords))/3)
      # Estimation 
      if(inv_method=="iterative"){
        params$cg_delta_conv = 1e-6
        params$num_rand_vec_trace=500
      }
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = "gamma", y = y, params = params,
                                             gp_approx = "vecchia", num_neighbors = 30, vecchia_ordering = "random",
                                             matrix_inversion_method = inv_method), file='NUL')
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(0.94860599912, 0.07302133047))),tolerance_loc_2)
      if(inv_method != "iterative"){
        expect_lt(gp_model$get_num_optim_iter(), 7)
        expect_gt(gp_model$get_num_optim_iter(), 4) 
      }
      # Prediction
      coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
      gp_model$set_prediction_data(nsim_var_pred = 10000)
      pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                      predict_cov_mat = TRUE, predict_response = FALSE, cov_pars = c(1,0.1))
      expected_mu <- c(-0.1635515155, -0.1513173578, -0.2696781117)
      expected_cov <- c( 7.535277673e-01, 1.531939015e-01, -4.980911538e-06, 1.531939015e-01, 7.492727114e-01, -4.779232329e-06, -4.980911538e-06, -4.779232329e-06, 6.259940393e-01)
      expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
      adjust_tol <- 2
      if (inv_method == "iterative") adjust_tol <- 1.5
      expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),adjust_tol*tolerance_loc_1)
      # Evaluate approximate negative marginal log-likelihood
      nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
      nll_exp <- 159.9221359
      if(inv_method=="iterative"){
        expect_lt(abs(nll-nll_exp),0.4)
      } else{
        expect_lt(abs(nll-nll_exp),0.05)
      }
      # Also estimate shape parameter
      params_shape$optimizer_cov <- "nelder_mead"
      params_shape$init_cov_pars <- c(1,mean(dist(coords))/3)
      if(inv_method=="iterative"){
        params_shape$cg_delta_conv = 1e-6
        params_shape$num_rand_vec_trace=500
      }
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = "gamma", y = y, params = params_shape,
                                             gp_approx = "vecchia", matrix_inversion_method = inv_method, 
                                             num_neighbors = 30, vecchia_ordering = "random")
                      , file='NUL')
      cov_pars <- c(1.14184253, 0.03605877)
      aux_pars <- c(1.328749)
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
      # Also estimate shape parameter with gradient descent
      params_shape$optimizer_cov <- "gradient_descent"
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = "gamma", y = y, params = params_shape,
                                             gp_approx = "vecchia", matrix_inversion_method = inv_method, 
                                             num_neighbors = 30, vecchia_ordering = "random")
                      , file='NUL')
      cov_pars <- c(1.13722505, 0.03706853)
      aux_pars <- c(1.321834)
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
      expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),tolerance_loc_2)
      if(inv_method!="iterative"){
        expect_gt(gp_model$get_num_optim_iter(), 55)
        expect_lt(gp_model$get_num_optim_iter(), 60)
      }
    }
  }) # end Gamma regression
  
  test_that("negative binomial regression ", {
    
    params <- DEFAULT_OPTIM_PARAMS
    params$estimate_aux_pars <- TRUE
    params$init_aux_pars <- 1.
    params_shape <- params
    params_shape$estimate_aux_pars <- TRUE
    shape <- 1.8
    likelihood <- "negative_binomial"
    
    # Single level grouped random effects
    mu <- exp(Z1 %*% b_gr_1)
    y <- qnbinom(sim_rand_unif(n=n, init_c=0.156), mu = mu, size = shape)
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, params = params)
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.3356339)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 11)
    # Prediction
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_cov_mat = TRUE, predict_response = FALSE)
    expected_mu <- c(0.1856629, -0.4022728, -0.4022728, 0.0000000)
    expected_cov <- c(0.09849537, 0.00000000, 0.00000000, 0.00000000, 0.00000000, 
                      0.13548864, 0.13548864, 0.00000000, 0.00000000, 0.13548864, 
                      0.13548864, 0.00000000, 0.00000000, 0.00000000, 0.00000000, 0.33563392)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(1.2647957, 0.7156755, 0.7156755, 1.18272011)
    expected_var <- c(2.508242, 1.148106, 1.148106, 2.935353)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
    # Evaluate negative log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-145.8511891),TOLERANCE_MEDIUM)
    # Also estimate shape parameter
    params_shape$optimizer_cov <- "nelder_mead"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, params = params_shape), file='NUL')
    cov_pars <- c(0.3371432)
    aux_pars <- c(1.735066)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 46)
    # Also estimate shape parameter with gradient descent
    params_shape$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, params = params_shape), file='NUL')
    cov_pars <- c(0.3356339)
    aux_pars <- c(1.637772)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 11)
    
    # Multiple random effects
    mu <- exp(Z1 %*% b_gr_1 + Z2 %*% b_gr_2 + Z3 %*% b_gr_3)
    y <- qnbinom(sim_rand_unif(n=n, init_c=0.1468), mu = mu, size = shape)
    params_shape$init_cov_pars <- params$init_cov_pars <- rep(1,3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = likelihood,
                                           y = y, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    cov_pars <- c(0.5503418, 2.7228365, 0.6656752)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    # Prediction
    group_data_pred = cbind(c(1,1,77),c(2,1,98))
    group_rand_coef_data_pred = c(0,0.1,0.3)
    pred <- gp_model$predict(y = y, group_data_pred=group_data_pred, group_rand_coef_data_pred=group_rand_coef_data_pred,
                             cov_pars = c(0.9,0.8,1.2), predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(0.365256, -1.618925, 0.000000)
    expected_var <- c(0.2766743, 0.4021417, 1.8080000)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_MEDIUM)
    # Also estimate shape parameter with gradient descent
    params_shape$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = likelihood,
                                           y = y, params = params_shape, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5503418, 2.7228365, 0.6656752)
    aux_pars <- c(2.180879)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    
    # Also estimate shape parameter with gradient descent using internal initialization
    params_shape_no_init <- params_shape
    params_shape_no_init$init_aux_pars <- NULL
    params_shape_no_init$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(group_data = cbind(group,group2), group_rand_coef_data = x,
                                           ind_effect_group_rand_coef = 1, likelihood = likelihood,
                                           y = y, params = params_shape_no_init, matrix_inversion_method = "cholesky"), file='NUL')
    cov_pars <- c(0.5486444, 2.7506274, 0.6688556)
    aux_pars <- c(2.231622)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 6)
    
    # Gaussian process model
    mu <- exp(L %*% b_1)
    y <- qnbinom(sim_rand_unif(n=n, init_c=0.546), mu = mu, size = shape)
    params_gp <- params
    params_gp$init_cov_pars <- c(1,mean(dist(coords))/3)
    params_shape_gp <- params_shape
    params_shape_gp$init_cov_pars <- c(1,mean(dist(coords))/3)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = likelihood, y = y, params = params_gp)
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-c(1.1615931, 0.1677131))),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 2)
    # Prediction
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, predict_response = FALSE)
    expected_mu <- c(-0.3683090, -0.3657134, 0.5807237)
    expected_var <- c(0.8239828, 0.8174733, 0.5547150)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    # Evaluate approximate negative marginal log-likelihood
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
    expect_lt(abs(nll-180.3098483),TOLERANCE_STRICT)
    # Also estimate shape parameter with gradient descent
    params_shape_gp$optimizer_cov <- "gradient_descent"
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                           likelihood = likelihood, y = y, params = params_shape_gp)
                    , file='NUL')
    cov_pars <- c(1.1615931, 0.1677131 )
    aux_pars <- c(0.8235968)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 2)
    
    ## Grouped random effects model with a linear predictor
    params_shape$init_cov_pars <- params$init_cov_pars <- NULL
    mu_lin <- exp(Z1 %*% b_gr_1 + X%*%beta)
    y_lin <- qnbinom(sim_rand_unif(n=n, init_c=0.13278), mu = mu_lin, size = shape)
    gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                           y = y_lin, X=X, params = params)
    cov_pars <- c(0.2469708347 )
    coef <- c(-0.0262710407, 2.2444032566)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 20)
    # Also estimate shape parameter with gradient descent
    params_shape$optimizer_cov <- "gradient_descent"
    gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                           y = y_lin, X=X, params = params_shape)
    cov_pars <- c(0.2469708345)
    coef <- c(-0.02627104058, 2.24440325642 )
    aux_pars <- c(1.859639661 )
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_MEDIUM)
    
    # Gaussian process model with Vecchia approximation
    for(inv_method in c("cholesky", "iterative")){
      if(inv_method == "iterative"){
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_ITERATIVE
      } else{
        tolerance_loc_1 <- 0.01
        tolerance_loc_2 <- 0.01
      }
      mu <- exp(0.75 * L %*% b_1)
      y <- qnbinom(sim_rand_unif(n=n, init_c=0.4819), mu = mu, size = shape)
      # Estimation 
      if(inv_method=="iterative"){
        params$cg_delta_conv = 1e-6
        params$num_rand_vec_trace=500
      }
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = likelihood, y = y, params = params_gp,
                                             gp_approx = "vecchia", num_neighbors = 30, vecchia_ordering = "random",
                                             matrix_inversion_method = inv_method), file='NUL')
      cov_pars_exp <- c(0.400761, 0.143670)
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_2)
      # Prediction
      coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
      gp_model$set_prediction_data(nsim_var_pred = 10000)
      pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, predict_response = FALSE)
      expected_mu <- c(-0.1924198, -0.2171927, 0.4252168)
      expected_cov <- c(0.3457035342, 0.1671072475, 0.0001336443, 0.1671072475, 0.3481552180, 
                        0.0001349335, 0.0001336443, 0.0001349335, 0.2529442560)
      expect_lt(sum(abs(pred$mu-expected_mu)),2*tolerance_loc_1)
      adjust_tol <- 2
      if (inv_method == "iterative") adjust_tol <- 4
      expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),adjust_tol*tolerance_loc_1)
      # Evaluate approximate negative marginal log-likelihood
      nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9,0.2),y=y)
      nll_exp <- 164.4182898
      if(inv_method=="iterative"){
        expect_lt(abs(nll-nll_exp),2)
      } else{
        expect_lt(abs(nll-nll_exp),0.05)
      }
      # "vecchia_latent"
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = likelihood, y = y, params = params_gp,
                                             gp_approx = "vecchia_latent", num_neighbors = 30, vecchia_ordering = "random",
                                             matrix_inversion_method = inv_method), file='NUL')
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_2)
      # Also estimate shape parameter with gradient descent
      params_shape_gp$optimizer_cov <- "gradient_descent"
      capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential", 
                                             likelihood = likelihood, y = y, params = params_shape_gp,
                                             gp_approx = "vecchia", matrix_inversion_method = inv_method,
                                             num_neighbors = 30, vecchia_ordering = "random")
                      , file='NUL')
      cov_pars <- c(0.400761, 0.143670 )
      aux_pars <- c(0.9492465)
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
      expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),tolerance_loc_2)
      
    }
  }) # end negative binomial regression
  
  test_that("Saving a GPModel and loading from file works for non-Gaussian data", {
    
    # Binary regression
    probs <- pnorm(Z1 %*% b_gr_1 + X%*%beta)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.542) < probs)
    # Train model
    gp_model <- fitGPModel(group_data = group, likelihood = "bernoulli_probit",
                           y = y, X=X, params = OPTIM_PARAMS_BFGS)
    # Make predictions
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    # Predict response
    pred_resp <- predict(gp_model, y=y, group_data_pred = group_test,
                         X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    # Save model to file
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model,filename = filename)
    # Delete model
    rm(gp_model)
    # Load from file and make predictions again
    gp_model_loaded <- loadGPModel(filename = filename)
    pred_loaded <- predict(gp_model_loaded, group_data_pred = group_test,
                           X_pred = X_test, predict_cov_mat = TRUE, predict_response = FALSE)
    pred_resp_loaded <- predict(gp_model_loaded, y=y, group_data_pred = group_test,
                                X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    
    expect_equal(pred$mu, pred_loaded$mu)
    expect_equal(pred$cov, pred_loaded$cov)
    expect_equal(pred_resp$mu, pred_resp_loaded$mu)
    expect_equal(pred_resp$var, pred_resp_loaded$var)
    
    # Gamma regression
    mu <- exp(Z1 %*% b_gr_1 + X%*%beta)
    y <- qgamma(sim_rand_unif(n=n, init_c=0.146), scale = mu, shape = 10)
    # Train model
    gp_model <- fitGPModel(group_data = group, likelihood = "gamma", y = y, X = X, params = OPTIM_PARAMS_BFGS)
    # Make predictions
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    # Predict response
    pred_resp <- predict(gp_model, y=y, group_data_pred = group_test,
                         X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    # Save model to file
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model, filename = filename)
    # Delete model
    rm(gp_model)
    # Load from file and make predictions again
    gp_model_loaded <- loadGPModel(filename = filename)
    pred_loaded <- predict(gp_model_loaded, group_data_pred = group_test,
                           X_pred = X_test, predict_cov_mat = TRUE, predict_response = FALSE)
    pred_resp_loaded <- predict(gp_model_loaded, y=y, group_data_pred = group_test,
                                X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    
    expect_equal(pred$mu, pred_loaded$mu)
    expect_equal(pred$cov, pred_loaded$cov)
    expect_equal(pred_resp$mu, pred_resp_loaded$mu)
    expect_equal(pred_resp$var, pred_resp_loaded$var)
    
    # t likelihood
    # Train model
    gp_model <- fitGPModel(group_data = group, likelihood = "t", y = y, X = X, params = OPTIM_PARAMS_BFGS)
    # Make predictions
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    group_test <- c(1,3,3,9999)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test,
                    predict_cov_mat = TRUE, predict_response = FALSE)
    # Predict response
    pred_resp <- predict(gp_model, y=y, group_data_pred = group_test,
                         X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    # Save model to file
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model, filename = filename)
    # Delete model
    rm(gp_model)
    # Load from file and make predictions again
    gp_model_loaded <- loadGPModel(filename = filename)
    pred_loaded <- predict(gp_model_loaded, group_data_pred = group_test,
                           X_pred = X_test, predict_cov_mat = TRUE, predict_response = FALSE)
    pred_resp_loaded <- predict(gp_model_loaded, y=y, group_data_pred = group_test,
                                X_pred = X_test, predict_var = TRUE, predict_response = TRUE)
    
    expect_equal(pred$mu, pred_loaded$mu)
    expect_equal(pred$cov, pred_loaded$cov)
    expect_equal(pred_resp$mu, pred_resp_loaded$mu)
    expect_equal(pred_resp$var, pred_resp_loaded$var)
  })
  
  test_that("Space-time Gaussian process model with linear regression term ", {
    
    probs <- pnorm(eps_ST)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.165) < probs)
    likelihood <- "bernoulli_logit"
    cov_pars_nll <- c(1.6,0.07,0.2)
    cov_pars_nll2 <- c(1.6,10,0.01)
    coord_test <- rbind(c(200,0.2,0.9), cbind(time, coords)[c(1,10),])
    coord_test[-1,c(2:3)] <- coord_test[-1,c(2:3)] + 0.01
    X_test <- cbind(rep(1,3),c(0,0,0))
    cov_pars_pred <- c(1,0.1,0.1)
    params = OPTIM_PARAMS_BFGS
    params$init_cov_pars <- c(1,mean(dist(time))/3,mean(dist(coords))/3)
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(gp_coords = cbind(time, coords), likelihood = likelihood, 
                        cov_function = "matern_space_time", cov_fct_shape = 0.5)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    nll_exp <- 70.2364458
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    gp_model <- fitGPModel(gp_coords = cbind(time, coords), likelihood = likelihood, 
                           cov_function = "matern_space_time", cov_fct_shape = 0.5,
                           y = y, X = X, params = params)
    cov_pars <- c(0.13319234812, 0.06333494877, 0.12906707148)
    coef <- c(0.1363328524, 0.2142364703, 0.2661459983, 0.2975975894)
    nrounds <- 15
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    # Prediction 
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expected_mu <- c(0.1363328524, 0.4163590207, 0.6388916187)
    expected_cov <- c(1.0000000, 0.0000000, 0.0000000, 0.0000000, 0.85149434352, 0.01824729944, 0.00000000000, 0.01824729944, 0.81056965538)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = TRUE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expected_mu_resp <- c(0.5281428989, 0.5872303341, 0.6330448814)
    expected_var_resp <- c(0.2492079772, 0.2423908688, 0.2322990595)
    expect_lt(sum(abs(pred$mu-expected_mu_resp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var_resp)),TOLERANCE_STRICT)
    
    ##############
    ## With Vecchia approximation
    ##############
    # Evaluate negative log-likelihood
    capture.output( gp_model <- GPModel(gp_coords = cbind(time, coords), likelihood = likelihood,
                                        cov_function = "matern_space_time", cov_fct_shape = 0.5,
                                        gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none", matrix_inversion_method = "cholesky"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = cbind(time, coords), likelihood = likelihood, 
                                           cov_function = "matern_space_time", cov_fct_shape = 0.5,
                                           gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none",
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    # Prediction
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all", num_neighbors_pred=n+2)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = TRUE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu_resp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var_resp)),TOLERANCE_STRICT)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_obs_only", num_neighbors_pred=n)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    
    ## Less neighbors 
    for(inv_method in c("cholesky", "iterative")){
      if(inv_method == "iterative"){
        tolerance_loc <- TOLERANCE_ITERATIVE
      } else{
        tolerance_loc <- TOLERANCE_STRICT
      }
      nsim_var_pred <- 10000
      # Evaluate negative log-likelihood
      num_neighbors <- 50
      capture.output( gp_model <- GPModel(gp_coords = cbind(time, coords), likelihood = likelihood, 
                                          cov_function = "matern_space_time", cov_fct_shape = 0.5, matrix_inversion_method = inv_method,
                                          gp_approx = "vecchia", num_neighbors = num_neighbors, vecchia_ordering = "none"), 
                      file='NUL')
      nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
      expect_lt(abs(nll-70.2364313),0.2)
      nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll2,y=y)
      expect_lt(abs(nll-70.6574683),0.2)
      # Fit model
      capture.output( gp_model <- fitGPModel(gp_coords = cbind(time, coords), likelihood = likelihood, cov_function = "matern_space_time", cov_fct_shape = 0.5,
                                             gp_approx = "vecchia", num_neighbors = num_neighbors, vecchia_ordering = "none", 
                                             matrix_inversion_method = inv_method, y = y, X=X, params = params), 
                      file='NUL')
      cov_pars_nn <- c(0.13310337502, 0.06332284601, 0.12921443605)
      coef_nn <- c(0.1370527248, 0.2142481946, 0.2677589771, 0.2976186564)
      nrounds_nn <- 15
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_nn)),tolerance_loc)
      if (inv_method=="cholesky") {
        expect_equal(gp_model$get_num_optim_iter(), nrounds_nn)
      }
      # Prediction
      gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all", num_neighbors_pred=num_neighbors, nsim_var_pred=nsim_var_pred)
      pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                      X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
      expected_mu_nn <- c(0.1370527248, 0.4168275706, 0.6393660124)
      expected_cov_nn <- c(1.00000000, 0.00000000, 0.00000000, 0.00000000, 0.8515104403 , 0.0182491973, 0.00000000, 0.0182491973, 0.8105919548)
      expect_lt(sum(abs(pred$mu-expected_mu_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(pred$cov)-expected_cov_nn)),tolerance_loc)
      pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                      X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
      expect_lt(sum(abs(pred$mu-expected_mu_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(pred$var)-expected_cov_nn[c(1,5,9)])),tolerance_loc)
    }
    
    ##############
    ## Multiple observations at the same location
    ##############
    coords_ST = cbind(time, coords)
    coords_ST[1:5,] <- coords_ST[(n-4):n,]
    params = OPTIM_PARAMS_BFGS
    params$init_cov_pars <- c(1,mean(dist(unique(coords_ST)[,1]))/3,mean(dist(unique(coords_ST)[,-1]))/3)
    # Evaluate negative log-likelihood
    gp_model <- GPModel(gp_coords = coords_ST, cov_function = "matern_space_time", cov_fct_shape = 0.5,
                        likelihood = likelihood)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    nll_exp <- 70.85206038
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    gp_model <- fitGPModel(gp_coords = coords_ST, cov_function = "matern_space_time", cov_fct_shape = 0.5,
                           y = y, X=X, params = params, likelihood = likelihood)
    cov_pars <- c(0.0003103303859, 0.0160438298347, 0.0139448004490)
    coef <- c(0.1356549353, 0.2031592096, 0.2579334524, 0.2882626226)
    nrounds <- 19
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    ## With Vecchia approximation
    # Evaluate negative log-likelihood
    capture.output( gp_model <- GPModel(gp_coords = coords_ST, cov_function = "matern_space_time", cov_fct_shape = 0.5,
                                        gp_approx = "vecchia", num_neighbors = n-6, vecchia_ordering = "none",
                                        likelihood = likelihood, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ST, cov_function = "matern_space_time", cov_fct_shape = 0.5,
                                           gp_approx = "vecchia", num_neighbors = n-6, vecchia_ordering = "none",
                                           y = y, X=X, params = params, likelihood = likelihood, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef)),TOLERANCE_MEDIUM) 
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
  })
  
  test_that("ARD Gaussian process model with linear regression term ", {
    
    # Simulate data
    d <- 3 # dimension of GP locations
    coords_ARD <- matrix(sim_rand_unif(n=n*d, init_c=0.48231), ncol=d)
    sigma2_1 <- 0.75^2 # marginal variance of GP
    rhos <- c(0.1,0.2,0.1)
    coords_ARD_scaled <- coords_ARD
    for (i in 1:dim(coords_ARD)[2]) coords_ARD_scaled[,i] <- coords_ARD[,i] / rhos[i]
    D_ARD <- as.matrix(dist(coords_ARD_scaled))
    Sigma_ARD <- sigma2_1 * exp(-D_ARD) + diag(1E-20,n)
    # hist(Sigma_ARD)
    C_ARD <- t(chol(Sigma_ARD))
    b_ARD <- qnorm(sim_rand_unif(n=n, init_c=0.4658))
    eps_ARD <- as.vector(C_ARD %*% b_ARD)
    probs <- pnorm(eps_ARD)
    y <- as.numeric(sim_rand_unif(n=n, init_c=0.18354) < probs)
    likelihood <- "bernoulli_logit"
    params = OPTIM_PARAMS_BFGS
    init_cov_pars <- c(1)
    for (i in 1:dim(coords_ARD)[2]) init_cov_pars <- c(init_cov_pars, mean(dist(coords_ARD[,i])/3))
    params$init_cov_pars <- init_cov_pars
    
    cov_pars_nll <- c(0.7, 0.5 * rhos)
    coord_test <- rbind(c(10000,0.2,0.9), coords_ARD[c(1,10),])
    coord_test[-1,c(2:3)] <- coord_test[-1,c(2:3)] + 0.01
    X_test <- cbind(rep(1,3),c(0,0,0))
    cov_pars_pred <- c(sigma2_1, rhos)
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, 
                        cov_function = "matern_ard", cov_fct_shape = 0.5)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    nll_exp <- 69.7023612
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, 
                           cov_function = "matern_ard", cov_fct_shape = 0.5, y = y, X = X, params = params)
    cov_pars <- c(0.13905428093, 0.06867025605, 0.04247690364, 0.15469536599)
    coef <- c(-0.2543743520, 0.1505760147)
    nrounds <- 15
    nll_opt <- 68.41713226
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), TOLERANCE_STRICT)
    # Prediction 
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expected_mu <- c(-0.25437435197, 0.06788130795, 0.01430265524)
    expected_cov <- c(0.5625000000000, 0.0000000000000, 0.0000000000000, 0.0000000000000, 0.4938848144137, 0.0002158338884, 0.0000000000000, 0.0002158338884, 0.4862042504205)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    # Prediction without prior model fitting
    exp_mu_no_coef <- c(0.00000000, 0.25771940, 0.17913289)
    exp_cov_no_coef <- c(0.56250000000, 0.00000000000, 0.00000000000, 0.00000000000, 0.49481305128, 0.00021588667, 0.00000000000, 0.00021588667, 0.48645327980)
    gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5)
    pred <- predict(gp_model, gp_coords_pred = coord_test, y = y, predict_response = FALSE,
                    predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-exp_mu_no_coef)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-exp_cov_no_coef)),TOLERANCE_STRICT)
    # Matern with shape estimated
    params_ARD_est_shape <- OPTIM_PARAMS_BFGS
    params_ARD_est_shape$init_cov_pars <- c(init_cov_pars,1.5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard_estimate_shape",
                                           y = y, X = X, params = params_ARD_est_shape), 
                    file='NUL')
    cov_pars_est_shape <- c(0.57108958797,  0.08471275821,  0.03304572501,  0.16194229745, 115.08702014148)
    coef_est_shape <- c(-0.2905450775, 0.2387123371, 0.1944576895, 0.3275844333)
    nrounds_est_shape <- 28
    nll_opt_est_shape <- 68.13569857
    capture.output( expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[1:4]-cov_pars_est_shape[1:4])),TOLERANCE_STRICT), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))[5]-cov_pars_est_shape[5])),TOLERANCE_MEDIUM)
    capture.output( expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_est_shape )),TOLERANCE_MEDIUM), file='NUL')
    expect_equal(gp_model$get_num_optim_iter(), nrounds_est_shape )
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_est_shape), TOLERANCE_STRICT)
    
    ##############
    ## With Vecchia approximation
    ##############
    # Evaluate negative log-likelihood
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood,
                                        cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none", matrix_inversion_method = "cholesky"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, 
                                           cov_function = "matern_ard", cov_fct_shape = 0.5,
                                           gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none",
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    # Prediction
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all", num_neighbors_pred=n+2)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_obs_only", num_neighbors_pred=n)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    # Prediction without prior model fitting
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, 
                                        cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none", 
                                        matrix_inversion_method = "cholesky"), 
                    file='NUL')
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all", num_neighbors_pred=n+2)
    pred <- predict(gp_model, gp_coords_pred = coord_test, y = y, predict_response = FALSE,
                    predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-exp_mu_no_coef)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$cov)-exp_cov_no_coef)),TOLERANCE_STRICT)
    
    ## Less neighbors 
    for(inv_method in c("cholesky", "iterative")){
      if(inv_method == "iterative"){
        tolerance_loc <- TOLERANCE_ITERATIVE
      } else{
        tolerance_loc <- TOLERANCE_STRICT
      }
      nsim_var_pred <- 10000
      # Evaluate negative log-likelihood
      num_neighbors <- 50
      capture.output( gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, 
                                          cov_function = "matern_ard", cov_fct_shape = 0.5, matrix_inversion_method = inv_method,
                                          gp_approx = "vecchia", num_neighbors = num_neighbors, vecchia_ordering = "none"), 
                      file='NUL')
      nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
      expect_lt(abs(nll-69.70236284),tolerance_loc)
      # Fit model
      capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                             gp_approx = "vecchia", num_neighbors = num_neighbors, vecchia_ordering = "none",
                                             y = y, X=X, params = params, matrix_inversion_method = inv_method), 
                      file='NUL')
      cov_pars_nn <- c(0.19603539585, 0.06791498325, 0.03368011905, 0.15885250994)
      coef_nn <- c(-0.2701394756, 0.1619874679)
      nrounds_nn <- 25
      nll_opt_nn <- 68.41033632
      expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_nn)),tolerance_loc)
      if (inv_method == "cholesky") {
        expect_equal(gp_model$get_num_optim_iter(), nrounds_nn)
      }
      expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_nn), tolerance_loc)
      # Prediction
      gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all", num_neighbors_pred=num_neighbors, nsim_var_pred=nsim_var_pred)
      pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                      X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
      expected_mu_nn <- c(-0.270139475620, 0.056010991285, 0.004015366351)
      expected_cov_nn <- c(0.5625000000000, 0.0000000000000, 0.0000000000000, 0.0000000000000, 0.4938560837495, 0.0002305907991, 0.0000000000000, 0.0002305907991, 0.4862229980931)
      expect_lt(sum(abs(pred$mu-expected_mu_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(pred$cov)-expected_cov_nn)),tolerance_loc)
      pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                      X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
      expect_lt(sum(abs(pred$mu-expected_mu_nn)),tolerance_loc)
      expect_lt(sum(abs(as.vector(pred$var)-expected_cov_nn[c(1,5,9)])),tolerance_loc)
    }
    
    ##############
    ## With FITC approximation
    ##############
    # Evaluate negative log-likelihood
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "fitc", num_ind_points = n, ind_points_selection = "random"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                           gp_approx = "fitc", num_ind_points = n, ind_points_selection = "random",
                                           y = y, X = X, params = params), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), TOLERANCE_STRICT_LOWER)
    # Prediction 
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_cov_mat = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_STRICT)
    pred <- predict(gp_model, gp_coords_pred = coord_test, predict_response = FALSE,
                    X_pred = X_test, predict_var = TRUE, cov_pars = cov_pars_pred)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_STRICT)
    
    ## Less inducing points 
    # Evaluate negative log-likelihood
    num_ind_points <- 50
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "fitc", num_ind_points = num_ind_points, ind_points_selection = "kmeans++"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-69.8362518046058),TOLERANCE_STRICT)
    # Fit model
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD, likelihood = likelihood, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                           gp_approx = "fitc", num_ind_points = num_ind_points, ind_points_selection = "kmeans++",
                                           y = y, X = X, params = params), 
                    file='NUL')
    cov_pars_nn <- c(0.01979026, 0.04132530, 0.05094675, 0.07727957)
    coef_nn <- c(-0.2554019,  0.1487383)
    nll_opt_nn <- 68.46398
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_nn)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_nn)),TOLERANCE_MEDIUM)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_nn), TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),0.5)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_ITERATIVE)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), 0.2)
    
    ##############
    ## Multiple observations at the same location
    ##############
    coords_ARD_mult = coords_ARD
    coords_ARD_mult[1:5,] <- coords_ARD_mult[(n-4):n,]
    params = OPTIM_PARAMS_BFGS
    init_cov_pars_mult <- c(1)
    for (i in 1:dim(coords_ARD)[2]) init_cov_pars_mult <- c(init_cov_pars_mult, mean(dist(unique(coords_ARD_mult)[,i])/3))
    params$init_cov_pars <- init_cov_pars_mult
    # Evaluate negative log-likelihood
    gp_model <- GPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                        likelihood = likelihood)
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    nll_exp <- 69.34595415
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Fit model
    gp_model <- fitGPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                           y = y, X=X, params = params, likelihood = likelihood)
    cov_pars <- c(0.44308197588, 0.09997589302, 0.03067100521, 0.12031834901)
    coef <- c(-0.2800805796, 0.1785353899)
    nrounds <- 22
    nll_opt <- 68.21587237
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_opt), TOLERANCE_STRICT)
    ## With Vecchia approximation
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "vecchia", num_neighbors = n-6, vecchia_ordering = "none",
                                        likelihood = likelihood, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                           gp_approx = "vecchia", num_neighbors = n-6, vecchia_ordering = "none",
                                           y = y, X=X, params = params, likelihood = likelihood, matrix_inversion_method = "cholesky"), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
    ## With FITC approximation
    capture.output( gp_model <- GPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                        gp_approx = "fitc", num_ind_points = n - 5, ind_points_selection = "random",
                                        likelihood = likelihood), 
                    file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_nll,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_MEDIUM)
    capture.output( gp_model <- fitGPModel(gp_coords = coords_ARD_mult, cov_function = "matern_ard", cov_fct_shape = 0.5,
                                           gp_approx = "fitc", num_ind_points = n - 5, ind_points_selection = "random",
                                           y = y, X=X, params = params, likelihood = likelihood), 
                    file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef)),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), nrounds)
  })
  
  test_that("t likelihood", {
    
    params = OPTIM_PARAMS_BFGS
    init_cov_pars = c(1,mean(dist(coords))/3)
    params$init_cov_pars = init_cov_pars
    likelihood_additional_param = 1
    params_vecchia <- c(params, cg_delta_conv = sqrt(1e-6), 
                        num_rand_vec_trace = 50, cg_preconditioner_type = "pivoted_cholesky",
                        fitc_piv_chol_preconditioner_rank = n-1)
    params_vecchia$init_cov_pars = init_cov_pars
    
    # Simulate data and define expected values
    y <- L %*% b_1 + qnorm(sim_rand_unif(n=n, init_c=0.1)) / 5
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    cov_pars_pred_eval = c(1,0.2)
    coefs_pred = c(0.5,0.1)
    aux_pars_pred_eval = c(1,3)
    expected_nll <- 144.1194745
    cov_pars_fix_df <- c(0.94274448822, 0.09483522922)
    coefs_fix_df <- c(0.2780976933, -0.1045530677)
    aux_pars_fix_df <- c(0.07765501731, 1.00000000000)
    num_it_fix_df <- 10
    nll_est_fix_df <- 112.1635624
    cov_pars <- c(1.00786933961, 0.09231304834)
    coefs <- c(0.30227595731, -0.09752032205)
    aux_pars <- c(0.00165718826, 1.63405265512)
    num_it <- 24
    nll_est <- 107.8275669
    expected_mu <- c(-0.046398775956, -0.003934498908, 0.789074244932)
    expected_cov <- c(0.5895448972540, 0.5224498197427, -0.0001390612641, 0.5224498197427, 0.5897209705595, -0.0001486534570, -0.0001390612641, -0.0001486534570, 0.4058804336013)
    expected_var_resp <- expected_cov[c(1,5,9)] + aux_pars_pred_eval[1]^2
    # expected_var_resp <- c(3.589544897, 3.589720971, 3.405880434)
    # Estimation, prediction, and likelihood evaluation without Vecchia approximation
    gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = "t", gp_approx = "none")
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y, aux_pars = aux_pars_pred_eval)
    expect_lt(abs(nll-expected_nll),TOLERANCE_STRICT)
    # Estimation
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "t_fix_df", gp_approx = "none",
                                           y = y, X = X, params = params, likelihood_additional_param=likelihood_additional_param), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_fix_df)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_fix_df)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_fix_df)),TOLERANCE_STRICT)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_fix_df),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_fix_df)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
                                           likelihood = "t", gp_approx = "none",
                                           y = y, X = X, params = params, likelihood_additional_param=likelihood_additional_param), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_LOOSE)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),2*TOLERANCE_LOOSE)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est),TOLERANCE_MEDIUM)
    # Prediction
    gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_MEDIUM)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE, 
                                    predict_var = TRUE, cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var_resp)),TOLERANCE_MEDIUM)
    ############################
    # With duplicates and linear regression term without Vecchia approximation
    ############################
    y_multiple <- L_multiple %*% b_multiple + qnorm(sim_rand_unif(n=n, init_c=0.2818)) / 5
    coord_test_multiple <- cbind(c(0.1,0.11,0.11),c(0.9,0.91,0.91))
    expected_nll_multiple <- 126.5295458
    cov_pars_multiple <- c(0.7281991570720, 0.0007068132731)
    coefs_multiple <- c(0.572603702130, 0.007961020259)
    aux_pars_multiple <- c(0.1803089654, 6.9281212623)
    num_it_multiple <- 40
    nll_est_multiple <- 34.7799636
    expected_mu_multiple <- c(-0.01186332228, 0.04582440444, 0.12582440444)
    expected_var_multiple <- c(0.5599871156, 0.5964929698, 0.5964929698)
    gp_model <- GPModel(gp_coords = coords_multiple, cov_function = "exponential", likelihood = "t", gp_approx = "none")
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y_multiple, aux_pars = aux_pars_pred_eval)
    expect_lt(abs(nll-expected_nll_multiple),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential",
                                           likelihood = "t", gp_approx = "none",
                                           y = y_multiple, X = X, params = params, likelihood_additional_param=likelihood_additional_param), file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_multiple)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_multiple)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_multiple)),TOLERANCE_STRICT_LOWER)
    expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_multiple),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it_multiple)
    gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
    pred <- predict(gp_model, y=y_multiple, gp_coords_pred = coord_test_multiple, predict_var = TRUE, 
                    predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    expect_lt(sum(abs(pred$mu-expected_mu_multiple)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var_multiple)),TOLERANCE_MEDIUM)
    
    for(inv_method in c("cholesky", "iterative")){
      if(inv_method == "iterative") {
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_ITERATIVE
        tolerance_loc_3 <- 0.5
        loop_cg_PC = c("pivoted_cholesky", "vadu", "fitc")
      } else {
        tolerance_loc_1 <- TOLERANCE_MEDIUM
        tolerance_loc_2 <- TOLERANCE_LOOSE
        tolerance_loc_3 <- TOLERANCE_LOOSE
        loop_cg_PC = c("vadu")
      }
      nsim_var_pred <- 10000
      for (cg_preconditioner_type in loop_cg_PC) {
        params_vecchia$cg_preconditioner_type <- cg_preconditioner_type
        
        # Likelihood evaluation
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = "t", gp_approx = "vecchia", 
                                            num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method), file='NUL')
        gp_model$set_optim_params(params = params_vecchia)
        capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y, aux_pars = aux_pars_pred_eval), file='NUL')
        expect_lt(abs(nll-expected_nll),2*tolerance_loc_3)
        # Estimation
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = "t", gp_approx = "vecchia", 
                                            num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method, likelihood_additional_param=likelihood_additional_param), file='NUL')
        capture.output( fit(gp_model, y = y, X = X, params = params_vecchia) , file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_ITERATIVE)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_ITERATIVE)
        expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_ITERATIVE)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est),3*tolerance_loc_3)
        # Prediction
        gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
        gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                     num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_cov_mat = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),0.2)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_var = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_response = TRUE, predict_var = TRUE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
          expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_1)
        }
        
        ############################
        # With duplicates and linear regression term
        ############################
        capture.output( gp_model <- GPModel(gp_coords = coords_multiple, cov_function = "exponential", likelihood = "t", 
                                            gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method), file='NUL')
        params_vecchia_mult <- params_vecchia
        params_vecchia_mult$fitc_piv_chol_preconditioner_rank <- dim(unique(coords_multiple))[1]
        gp_model$set_optim_params(params = params_vecchia_mult)
        capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y_multiple, aux_pars = aux_pars_pred_eval), file='NUL')
        expect_lt(abs(nll-expected_nll_multiple),tolerance_loc_3)
        capture.output( gp_model <- fitGPModel(gp_coords = coords_multiple, cov_function = "exponential",
                                               likelihood = "t", gp_approx = "vecchia", num_neighbors = n-1, vecchia_ordering = "none",
                                               matrix_inversion_method = inv_method,
                                               y = y_multiple, X = X, params = params_vecchia_mult, likelihood_additional_param=likelihood_additional_param), file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_multiple)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_multiple)),TOLERANCE_ITERATIVE)
        expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_multiple)),0.3)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_multiple),tolerance_loc_2)
        gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
        gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                     num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
        capture.output( pred <- predict(gp_model, y=y_multiple, gp_coords_pred = coord_test_multiple, predict_var = TRUE, 
                                        predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu_multiple)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(pred$var)-expected_var_multiple)),tolerance_loc_1)
        
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {# some tests are only run for one preconditioner
          
          #######################
          ## Less neighbors than observations
          #######################
          capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                              likelihood = "t", gp_approx = "vecchia", 
                                              num_neighbors = 20, vecchia_ordering = "none",
                                              matrix_inversion_method = inv_method), file='NUL')
          gp_model$set_optim_params(params = params_vecchia)
          capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y, aux_pars = aux_pars_pred_eval), file='NUL')
          expected_nll_less_nn <- 144.099563
          expect_lt(abs(nll-expected_nll_less_nn),2*tolerance_loc_3)
          # Estimation
          capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                              likelihood = "t", gp_approx = "vecchia", 
                                              num_neighbors = 20, vecchia_ordering = "none",
                                              matrix_inversion_method = inv_method, likelihood_additional_param=likelihood_additional_param), file='NUL')
          capture.output( fit(gp_model, y = y, X = X, params = params_vecchia) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_ITERATIVE)
          expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_ITERATIVE)
          nll_est_less_nn <- 107.8264387
          expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_less_nn),3*tolerance_loc_3)
          # Prediction
          gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
          gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", nsim_var_pred = nsim_var_pred)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_cov_mat = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),0.2)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_var = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),tolerance_loc_1)
          if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {
            capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                            predict_response = TRUE, predict_var = TRUE, 
                                            cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
            expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
            expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_1)
          }
        }
        
      }# end loop cg_preconditioner_type in loop_cg_PC
    }# end loop inv_method in c("cholesky", "iterative")
  }) #end t-likelihood
  
  test_that("gaussian_heteroscedastic likelihood", {
    params = OPTIM_PARAMS_BFGS
    init_cov_pars = c(1,mean(dist(coords))/3,0.1,mean(dist(coords))/3)
    params$init_cov_pars = init_cov_pars
    params_vecchia <- c(params, cg_delta_conv = sqrt(1e-6), 
                        num_rand_vec_trace = 50, cg_preconditioner_type = "pivoted_cholesky")
    params_vecchia$init_cov_pars = init_cov_pars
    likelihood <- "gaussian_heteroscedastic"
    
    # Simulate data and define expected values
    Sigma2 <- 0.1 * exp(-D/0.2) + diag(1E-20,n)
    L2 <- t(chol(Sigma))
    b_2 <- qnorm(sim_rand_unif(n=n, init_c=0.834))
    y <- L %*% b_1 + qnorm(sim_rand_unif(n=n, init_c=0.1234)) * exp(0.5 * L2 %*% b_2)
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    coord_test <- cbind(c(0.1,0.11,0.7),c(0.9,0.91,0.55))
    cov_pars_pred_eval = c(1,0.2,0.1,0.2)
    coefs_pred = c(c(0.5,0.1),c(0.5,0.1))
    expected_nll <- 199.6831947
    cov_pars <- c(0.29257505689, 0.16019690150, 0.20398810623, 0.02123292904)
    coefs <- c(0.2573774906, -0.1120390282, 0.6360477105, 0.2961457581)
    num_it <- 15
    nll_est <- 191.2306375
    expected_mu <- c(0.06126291, 0.07337373, 0.30807230)
    expected_var <- c(0.5994207, 0.6014515, 0.3936357)
    expected_var_resp <- c(2.147623, 2.268682, 2.010216)
    
    #  # Estimation, prediction, and likelihood evaluation without Vecchia approximation
    # gp_model <- GPModel(gp_coords = coords, cov_function = "exponential", likelihood = likelihood , gp_approx = "none")
    # nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y, aux_pars = aux_pars_pred_eval)
    # expect_lt(abs(nll-expected_nll),TOLERANCE_STRICT)
    # # Estimation
    # capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
    #                                        likelihood = "t_fix_df", gp_approx = "none",
    #                                        y = y, X = X, params = params, likelihood_additional_param=likelihood_additional_param), file='NUL')
    # expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_fix_df)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs_fix_df)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_fix_df)),TOLERANCE_STRICT)
    # expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_fix_df),TOLERANCE_STRICT)
    # expect_equal(gp_model$get_num_optim_iter(), num_it_fix_df)
    # capture.output( gp_model <- fitGPModel(gp_coords = coords, cov_function = "exponential",
    #                                        likelihood = likelihood , gp_approx = "none",
    #                                        y = y, X = X, params = params, likelihood_additional_param=likelihood_additional_param), file='NUL')
    # expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_MEDIUM)
    # expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_LOOSE)
    # expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars)),TOLERANCE_LOOSE)
    # expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est),TOLERANCE_MEDIUM)
    # # Prediction
    # gp_model$set_optim_params(params = list(init_aux_pars = aux_pars_pred_eval, init_coef = coefs_pred))
    # pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_cov_mat = TRUE, 
    #                 predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    # expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    # expect_lt(sum(abs(as.vector(pred$cov)-expected_cov)),TOLERANCE_MEDIUM)
    # pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_var = TRUE, 
    #                 predict_response = FALSE, cov_pars = cov_pars_pred_eval, X_pred = X_test)
    # expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    # expect_lt(sum(abs(as.vector(pred$var)-expected_cov[c(1,5,9)])),TOLERANCE_MEDIUM)
    # capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, predict_response = TRUE, 
    #                                 predict_var = TRUE, cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
    # expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    # expect_lt(sum(abs(pred$var-expected_var_resp)),TOLERANCE_MEDIUM)
    for(inv_method in c("cholesky")){#, "iterative"
      if(inv_method == "iterative") {
        tolerance_loc_1 <- TOLERANCE_ITERATIVE
        tolerance_loc_2 <- TOLERANCE_ITERATIVE
        tolerance_loc_3 <- 0.5
        loop_cg_PC = c("pivoted_cholesky", "vadu", "fitc")
      } else {
        tolerance_loc_1 <- TOLERANCE_MEDIUM
        tolerance_loc_2 <- TOLERANCE_LOOSE
        tolerance_loc_3 <- TOLERANCE_LOOSE
        loop_cg_PC = c("vadu")
      }
      nsim_var_pred <- 10000
      for (cg_preconditioner_type in loop_cg_PC) {
        params_vecchia$cg_preconditioner_type <- cg_preconditioner_type
        
        # Likelihood evaluation
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = likelihood , gp_approx = "vecchia", 
                                            num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method), file='NUL')
        gp_model$set_optim_params(params = params_vecchia)
        capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y), file='NUL')
        expect_lt(abs(nll-expected_nll),tolerance_loc_3)
        # Estimation
        capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                            likelihood = likelihood , gp_approx = "vecchia", 
                                            num_neighbors = n-1, vecchia_ordering = "none",
                                            matrix_inversion_method = inv_method), file='NUL')
        capture.output( fit(gp_model, y = y, X = X, params = params_vecchia) , file='NUL')
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),TOLERANCE_ITERATIVE)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_ITERATIVE)
        expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est),tolerance_loc_3)
        if (inv_method != "iterative") {
          expect_equal(gp_model$get_num_optim_iter(), num_it)
        }
        # Prediction
        gp_model$set_optim_params(params = list(init_coef = coefs_pred))
        gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", 
                                     num_neighbors_pred = n+2, nsim_var_pred = nsim_var_pred)
        capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                        predict_var = TRUE, predict_response = FALSE, 
                                        cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(pred$var)-expected_var)),tolerance_loc_1)
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_response = TRUE, predict_var = TRUE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
          expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_1)
        }
        
        if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {# some tests are only run for one preconditioner
          
          #######################
          ## Less neighbors than observations
          #######################
          capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                              likelihood = likelihood , gp_approx = "vecchia", 
                                              num_neighbors = 20, vecchia_ordering = "none",
                                              matrix_inversion_method = inv_method), file='NUL')
          gp_model$set_optim_params(params = params_vecchia)
          capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_pred_eval, y=y), file='NUL')
          expected_nll_less_nn <- 199.6932499
          expect_lt(abs(nll-expected_nll_less_nn),tolerance_loc_3)
          # Estimation
          capture.output( gp_model <- GPModel(gp_coords = coords, cov_function = "exponential",
                                              likelihood = likelihood , gp_approx = "vecchia", 
                                              num_neighbors = 30, vecchia_ordering = "none",
                                              matrix_inversion_method = inv_method), file='NUL')
          capture.output( fit(gp_model, y = y, X = X, params = params_vecchia) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coefs)),TOLERANCE_ITERATIVE)
          nll_est_less_nn <- 191.2393688
          expect_lt(abs(gp_model$get_current_neg_log_likelihood()-nll_est_less_nn),tolerance_loc_3)
          # Prediction
          gp_model$set_optim_params(params = list(init_coef = coefs_pred))
          gp_model$set_prediction_data(vecchia_pred_type = "latent_order_obs_first_cond_all", nsim_var_pred = nsim_var_pred)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                          predict_var = TRUE, predict_response = FALSE, 
                                          cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(pred$var)-expected_var)),tolerance_loc_2)
          if (inv_method != "iterative" || cg_preconditioner_type == "vadu") {
            capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, 
                                            predict_response = TRUE, predict_var = TRUE, 
                                            cov_pars = cov_pars_pred_eval, X_pred = X_test), file='NUL')
            expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_2)
            expect_lt(sum(abs(pred$var-expected_var_resp)),tolerance_loc_2)
          }
        }
        
      }# end loop cg_preconditioner_type in loop_cg_PC
    }# end loop inv_method in c("cholesky", "iterative")
  }) #end gaussian_heteroscedastic likelihood
  
  test_that("beta regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "beta"
    
    # Single level grouped random effects
    mu <- 1 / (1 + exp(-(Z1 %*% b_gr_1 + 0.5*X%*%beta)))
    phi = 2
    y <- qbeta(sim_rand_unif(n=n, init_c=0.135456), shape1 = mu * phi, shape2 = (1 - mu) * phi)
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll--31.05453707),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.4001315457)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-1.868524016 )),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.1282965526, 1.1881972770 ))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()--54.4500614 )),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 10)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var= TRUE, predict_response = FALSE)
    expected_mu <- c(-1.1826158504, -0.1320929747, 0.1055464807, 1.0599007244)
    expected_var <- c(0.10336229497, 0.08644181625, 0.08644181625, 0.40013154573)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.2393651554, 0.4677054534, 0.5258171071, 0.7262142368)
    expected_var <- c(0.06565030867, 0.09013797079, 0.09027893547, 0.07849860055)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
    
    ## GPBoost algorithm
    y_gpb <- qbeta(sim_rand_unif(n=n, init_c=0.1456), shape1 = mu * phi, shape2 = (1 - mu) * phi)
    dtrain <- gpb.Dataset(data = X, label = y_gpb)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3202558)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.83438828037, -0.11965478176, -0.02962818377, 1.26103671054))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.4202132157, 0.2823993747, 0.3006671296, 0.7650395471))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.07663208127, 0.06368025701, 0.06616115505, 0.06105965388))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y_gpb)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE) )
    expect_lt(sum(abs(cvbst$best_score--0.345594760036318)),TOLERANCE_LOOSE)
    expect_lte(cvbst$best_iter, 16)
    expect_gte(cvbst$best_iter, 15)
    
  }) # end beta regression
  
  test_that("negative_binomial_1 regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "negative_binomial_1"
    
    # Single level grouped random effects
    mu <- exp(Z1 %*% b_gr_1 + 0.5*X%*%beta)
    phi = 0.5
    y <- qnbinom(sim_rand_unif(n=n, init_c=0.135456), size = mu / phi, prob = 1/(1+phi))
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-178.2504468),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.479443183)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.3875111886)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.1869209845, 1.2215795573))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-147.4626638)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 12)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var= TRUE, predict_response = FALSE)
    expected_mu <- c(-1.50813623680, -0.06547232544, 0.17884358603, 1.03465857279)
    expected_var <- c(0.13214360292, 0.09038251055, 0.09038251055, 0.47944318296)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.2364391412, 0.9799232074, 1.2511146091, 3.5764838904)
    expected_var <- c(0.3359595595, 1.4504871955, 1.8840006227, 12.8312580231)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.5959292609 )),TOLERANCE_STRICT)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(0.22626493197, -0.02387452881, -0.02387452881, 1.37497338251))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.5074674531, 0.7102847977, 0.7102847977, 5.3277979647))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.7090701094, 0.9862357452, 0.9862357452, 30.1741534567))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE) )
    expect_lt(sum(abs(cvbst$best_score-1.49474040330875)),TOLERANCE_MEDIUM)
    expect_equal(cvbst$best_iter, 34)
    
  }) # end negative_binomial_1 regression
  
  test_that("binomial regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "binomial_logit"
    
    # Single level grouped random effects
    mu <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    p <- 1 / (1 + exp(-mu))
    ntrial <- qpois(sim_rand_unif(n=n, init_c=0.9146), lambda=5)
    y <- qbinom(sim_rand_unif(n=n, init_c=0.146), size = ntrial, prob = p) / ntrial
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-164.4059537),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood, weights = ntrial,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.2744642669 )),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.005279993048, 0.798354476357))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-145.3393856)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 11)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var= TRUE, predict_response = FALSE)
    expected_mu <- c(-0.05764418646, -0.10010510651, 0.05956578876, 0.79307448331)
    expected_var <- c(0.06017870123, 0.08217586719, 0.08217586719, 0.27446426691)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(pred$var)-expected_var)),TOLERANCE_STRICT)
    # Predict response
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.4858032665, 0.4754871830, 0.5145933378, 0.6784515040)
    expected_var <- c(0.2497984528, 0.2493991218, 0.2497870345, 0.2181550607)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.2204588084)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.7067572973, 0.5773264214, 0.3702024902, 0.7135313663))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.4041701424, 0.5694021742, 0.5189985431, 0.6635301968))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.2408166384, 0.2451833382, 0.2496390554, 0.2232578747))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood,
                        matrix_inversion_method = "cholesky", weights = ntrial)
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE, metric="l2") )
    expect_lt(sum(abs(cvbst$best_score-0.084122414240285)),TOLERANCE_MEDIUM)
    expect_gte(cvbst$best_iter, 13)
    expect_lte(cvbst$best_iter, 14)
    
    ## Probit link
    likelihood <- "binomial_probit"
    
    # Single level grouped random effects
    p <- pnorm(mu)
    ntrial <- qpois(sim_rand_unif(n=n, init_c=0.9146), lambda=5)
    y <- qbinom(sim_rand_unif(n=n, init_c=0.146), size = ntrial, prob = p) / ntrial
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-184.0923436),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood, weights = ntrial,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3378497604)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.0184972324, 0.8934546473 ))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-133.3944314)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 11)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.4262816428, 0.3898570045, 0.4581958369, 0.7753118545)
    expected_var <- c(0.2445656038, 0.2378685206, 0.2482524119, 0.1742033828)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3128922659)),TOLERANCE_STRICT)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.6164866217, 0.3334834448, 0.1848957926, 0.8861782263))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.3631685341, 0.4376649241, 0.3812511453, 0.7803583995))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.2312771499, 0.2461143383, 0.2358987095, 0.1713991678))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood,
                        matrix_inversion_method = "cholesky", weights = ntrial)
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE, metric="l2") )
    expect_lt(sum(abs(cvbst$best_score-0.0791837827384148)),TOLERANCE_LOOSE)
    expect_gte(cvbst$best_iter, 13)
    expect_lte(cvbst$best_iter, 14)
    
  }) # end binomial regression
  
  test_that("lognormal regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "lognormal"
    
    # Single level grouped random effects
    eta <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    logvar = 0.5
    qlognorm_eta <- function(p, eta, logvar) {
      if (any(p < 0 | p > 1)) stop("'p' must be in [0, 1].")
      m <- eta - 0.5 * logvar
      s <- sqrt(logvar)
      exp(m + s * qnorm(p))
    }
    y <- qlognorm_eta(sim_rand_unif(n=n, init_c=0.913468), eta=eta, logvar=logvar)
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-132.6707012),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.4529120267)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-0.4737246483 )),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.0817856977,0.8909274795))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-93.36814818)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 13)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(1.110683450, 1.134531268, 1.355818163, 2.816789595)
    expected_var <- c(0.8343419502, 0.8705554101, 1.2432726330, 12.1077403376)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-0.5574238512)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.06829123608, 0.85388995665, 1.11622428955, 1.25895496521))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(1.239467432, 2.244944617, 2.918027810, 4.653025502))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.7815570058, 2.5639035513,  4.3318087504, 33.4175885494))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, learning_rate=0.01, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE) )
    expect_lt(sum(abs(cvbst$best_score-1.22029815715316)),TOLERANCE_MEDIUM)
    expect_equal(cvbst$best_iter, 8)
    
  }) # end lognormal regression
  
  test_that("betabinomial regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "betabinomial"
    
    # Single level grouped random effects
    eta <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    mu <- 1/(1+exp(-eta))
    phi <- 2
    a <- mu * phi
    b <- (1-mu) * phi
    p <- qbeta(sim_rand_unif(n=n, init_c=0.5940), shape1=a, shape2=b)
    ntrial <- qpois(sim_rand_unif(n=n, init_c=0.15468), lambda=5) + 1
    y <- qbinom(sim_rand_unif(n=n, init_c=0.146), size = ntrial, prob = p) / ntrial
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y)
    expect_lt(abs(nll-220.9211521),TOLERANCE_STRICT)
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood, weights = ntrial,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.1184719163)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(0.005406537788, 0.698069670326 ))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-180.6305215)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 12)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.4109065594, 0.4323400890, 0.4662659760, 0.6645252609)
    expected_var <- c(0.2420650863, 0.2454235695, 0.2488623825, 0.2229510881)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky", weights = ntrial)
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.1436621527)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.60461313705, -0.04195378862, -0.04195378862, 0.72437041248))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.3458223512, 0.3714938330, 0.3714938330, 0.6680860736))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.2262380800, 0.2334917974, 0.2334917974, 0.2217771309))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood,
                        matrix_inversion_method = "cholesky", weights = ntrial)
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE, metric="l2") )
    expect_lt(sum(abs(cvbst$best_score-0.126457411513177)),TOLERANCE_MEDIUM)
    expect_gte(cvbst$best_iter, 23)
    expect_lte(cvbst$best_iter, 26)
    
  }) # end betabinomial regression
  
  test_that("linear covariance ", {
    
    params <- OPTIM_PARAMS_BFGS
    
    d_lin <- 50 # dimension of GP locations
    coords_lin <- matrix(sim_rand_unif(n=n*d_lin, init_c=0.1156), ncol=d_lin)
    beta_lin <- qnorm(sim_rand_unif(n=d_lin, init_c=0.1234),sd=1)
    lp_lin <- coords_lin %*% beta_lin + X %*% beta
    y <- lp_lin + qnorm(sim_rand_unif(n=n, init_c=0.2224), sd=0.1)
    coord_test <- matrix(sim_rand_unif(n=3*d_lin, init_c=0.19156), ncol=d_lin)
    X_test <- cbind(rep(1,3),c(-0.5,0.2,0.4))
    
    likelihood <- "gaussian"
    for (cov_function in c("linear", "linear_no_woodbury")) {
      if (cov_function == "linear") {
        matrix_inversion_method_loop <- c("cholesky", "iterative")
      } else {
        matrix_inversion_method_loop <- c("cholesky")
      }
      for (matrix_inversion_method in matrix_inversion_method_loop) {
        if(matrix_inversion_method == "iterative") {
          tolerance_loc_1 <- 2
          tolerance_loc_2 <- 0.05
          tolerance_loc_3 <- 4
        } else {
          tolerance_loc_1 <- TOLERANCE_STRICT
          tolerance_loc_2 <- TOLERANCE_STRICT
          tolerance_loc_3 <- TOLERANCE_STRICT
          tolerance_loc_4 <- 0.002
        }
        
        # Evaluate negative log-likelihood
        gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                            matrix_inversion_method = matrix_inversion_method, cov_function = cov_function)
        # gp_model$set_optim_params(params = list(num_rand_vec_trace=500))
        nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
        nll_exp <- 268.6641569
        expect_lt(abs(nll-nll_exp),tolerance_loc_1)
        # Estimation 
        capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                               matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params) , file='NUL')
        cov_pars_exp <- c(0.01428942126, 0.92806146725)
        coef_exp <- c(0.08076221412, 1.97947766605)
        nll_opt_exp <- 81.26251299
        num_it <- 17
        expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_2)
        expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tolerance_loc_2)
        expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tolerance_loc_1)
        if (matrix_inversion_method == "cholesky") expect_equal(gp_model$get_num_optim_iter(), num_it)
        # Prediction
        pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                        predict_var=TRUE, predict_response = FALSE)
        expected_mu <- c(4.671312214, 3.029084877, 7.400864491)
        expected_var <- c(0.01524446, 0.01621295, 0.01564379)
        expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_3)
        expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_4)
        
        # X_testd <- X
        # X_testd[,2] <- 0
        # X_testd[,1] <- 0
        # pred <- predict(gp_model, y=y, gp_coords_pred = coords_lin, X_pred = X_testd, 
        #                 predict_var=TRUE, predict_response = FALSE)
        # b <- coords_lin %*% beta_lin
        # plot(b,pred$mu)
        # mean((b-pred$mu)^2) # 0.006641768
        
        ## Vecchia approximation
        if (matrix_inversion_method == "cholesky") {
          gp_approx <- "vecchia"
          num_neighbors <- n - 1
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),tolerance_loc_1)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_2)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tolerance_loc_2)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tolerance_loc_1)
          expect_equal(gp_model$get_num_optim_iter(), num_it)
          gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_3)
          expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_2)
          
          num_neighbors <- 50
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),5)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.2)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.3)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),40)
          expect_equal(gp_model$get_num_optim_iter(), 15)
          gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),0.05)
          expect_lt(sum(abs(pred$var-expected_var)),0.05)
          
          gp_approx <- "fitc"
          ind_points_selection <- "random"
          num_ind_points <- n-1
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),tolerance_loc_4)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_4)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tolerance_loc_4)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tolerance_loc_4)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_4)
          expect_lt(sum(abs(pred$var-expected_var)),0.1)
          
          num_ind_points <- 50
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),0.3)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.02)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.02)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),1)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),0.05)
          expect_lt(sum(abs(pred$var-expected_var)),0.1)
          
          # VIF approximation
          gp_approx <- "vif"
          ind_points_selection <- "random"
          num_ind_points <- n-1
          num_neighbors <- 20
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                              ind_points_selection = ind_points_selection)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),tolerance_loc_4)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                                 num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_4)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tolerance_loc_4)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tolerance_loc_4)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_4)
          expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_4)
          
          num_ind_points <- 50
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                              ind_points_selection = ind_points_selection)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5, 0.9),y=y)
          expect_lt(abs(nll-nll_exp),0.01)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                                 num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tolerance_loc_4)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.02)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),0.1)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),0.05)
          expect_lt(sum(abs(pred$var-expected_var)),0.05)
        }
        
        ## GPBoost algorithm
        if (matrix_inversion_method == "cholesky") {
          dtrain <- gpb.Dataset(data = X, label = y)
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function)
          gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
          bst <- gpboost(data = dtrain, gp_model = gp_model,
                         nrounds = 30, learning_rate = 0.1, max_depth = 6,
                         min_data_in_leaf = 5, verbose = 0)
          expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-c(0.03919405941, 0.91870507429 ))),TOLERANCE_MEDIUM)
          # Prediction
          pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
                          predict_var = TRUE, pred_latent = TRUE)
          expect_lt(sum(abs(tail(pred$fixed_effect, n=3)-c(1.654867987, 2.755278195, 3.513302218))),TOLERANCE_MEDIUM)
          # Predict response
          pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
                          predict_var = TRUE, pred_latent = FALSE)
          expect_lt(sum(abs(tail(pred$response_mean, n=3)-c( 4.498812041, 2.449730254, 7.779354333))),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(tail(pred$response_var, n=3)-c(0.08045027559, 0.08266782334, 0.08156700720))), TOLERANCE_MEDIUM)
        }
      }
    }
    
    likelihood <- "t_fix_df"
    for (cov_function in c("linear", "linear_no_woodbury")) {
      if (cov_function == "linear") {
        matrix_inversion_method_loop <- c("cholesky", "iterative")
      } else {
        matrix_inversion_method_loop <- c("cholesky")
      }
      for (matrix_inversion_method in matrix_inversion_method_loop) {
        if(matrix_inversion_method == "iterative") {
          tolerance_loc_1 <- 2
          tolerance_loc_2 <- 0.05
          tolerance_loc_3 <- 4
        } else {
          tolerance_loc_1 <- TOLERANCE_STRICT
          tolerance_loc_2 <- TOLERANCE_STRICT
          tolerance_loc_3 <- TOLERANCE_STRICT
          tolerance_loc_4 <- 0.002
        }
        
        # Evaluate negative log-likelihood
        gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                            matrix_inversion_method = matrix_inversion_method, cov_function = cov_function)
        # gp_model$set_optim_params(params = list(num_rand_vec_trace=500))
        nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5),y=y)
        nll_exp <- 227.5314805
        expect_lt(abs(nll-nll_exp),tolerance_loc_1)
        
        # Estimation 
        if(matrix_inversion_method == "choklesky") {
          # Estimation is very slow for iterative methods
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood, 
                                                 matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                                 X=X, y = y, params = params) , file='NUL')
          cov_pars_exp <- c(0.9357944695)
          aux_par_exp <- c(0.09651268839, 2.00000000000)
          coef_exp <- c(0.1011884891, 1.9905600506)
          nll_opt_exp <- 82.49996414
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_par_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_MEDIUM)
          # Prediction
          pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                          predict_var=TRUE, predict_response = TRUE)
          expected_mu <- c(4.600315578, 3.029201064, 7.466329615)
          expected_var <- c(0.02586692444, 0.02691118187, 0.02630117411)
          expect_lt(sum(abs(pred$mu-expected_mu)),0.1)
          expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
          
          ## Vecchia approximation
          gp_approx <- "vecchia"
          num_neighbors <- n - 1
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5),y=y)
          expect_lt(abs(nll-nll_exp),tolerance_loc_1)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood, 
                                                 matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                                 X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_par_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_MEDIUM)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = TRUE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_MEDIUM)
          
          ## FITC approximation
          gp_approx <- "fitc"
          ind_points_selection <- "random"
          num_ind_points <- n-1
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, ind_points_selection = ind_points_selection, num_ind_points=num_ind_points)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5),y=y)
          expect_lt(abs(nll-nll_exp),1e-5)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood, 
                                                 matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                                 X=X, y = y, params = params,
                                                 gp_approx = gp_approx, ind_points_selection = ind_points_selection, num_ind_points=num_ind_points) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.5)
          expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_par_exp)),0.01)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.5)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),3)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = TRUE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),3)
          expect_lt(sum(abs(pred$var-expected_var)),0.1)
          
          # VIF approximation
          gp_approx <- "vif"
          ind_points_selection <- "kmeans++"
          num_ind_points <- 10
          num_neighbors <- 80
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                              gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                              ind_points_selection = ind_points_selection)
          nll <- gp_model$neg_log_likelihood(cov_pars=c(0.5),y=y)
          expect_lt(abs(nll-nll_exp),tolerance_loc_4)
          capture.output( gp_model <- fitGPModel(gp_coords = coords_lin, likelihood = likelihood,  cov_function = cov_function,
                                                 matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                                 gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                                 num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
          expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),3)
          expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),4)
          expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),120)
          capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                          predict_var=TRUE, predict_response = FALSE) , file='NUL')
          expect_lt(sum(abs(pred$mu-expected_mu)),2)
          expect_lt(sum(abs(pred$var-expected_var)),7)
          
          ## GPBoost algorithm
          dtrain <- gpb.Dataset(data = X, label = y)
          gp_model <- GPModel(gp_coords = coords_lin, likelihood = likelihood, 
                              matrix_inversion_method = matrix_inversion_method, cov_function = cov_function)
          gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
          bst <- gpboost(data = dtrain, gp_model = gp_model,
                         nrounds = 30, learning_rate = 0.1, max_depth = 6,
                         min_data_in_leaf = 5, verbose = 0)
          expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-c(0.9269398031  ))),TOLERANCE_MEDIUM)
          expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-c(0.1895315932, 2.0000000000))),0.01)
          # Predict response
          pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
                          predict_var = TRUE, pred_latent = FALSE)
          expect_lt(sum(abs(tail(pred$response_mean, n=3)-c(4.510024051, 3.325082390, 7.658811482))),0.1)
          expect_lt(sum(abs(tail(pred$response_var, n=3)-c( 0.0982840077, 0.1011744166, 0.1000118224))), 0.01)
        }
      }
    }
    
  }) # end linear covariance
  
  test_that("hurst covariance ", {
    
    hurst_cov <- function(t, pars) {
      sigma2 <- pars[1]
      H <- pars[2]
      r  <- rowSums(t^2)
      rH <- r^H
      D2 <- as.matrix(dist(t))^2
      A <- outer(rH, rH, "+")
      K <- 0.5 * sigma2 * (A - D2^H)
      K
    }
    simulate_hurst <- function(t, pars, jitter = 1e-8) {
      K <- hurst_cov(t, pars)
      n  <- dim(t)[1]
      K <- K + jitter * diag(n)  # small jitter for numerical stability
      L <- chol(K)
      z <- qnorm(sim_rand_unif(n=n, init_c=0.1346), sd=0.1)
      y <- drop(L %*% z)
      y
    }
    
    params <- OPTIM_PARAMS_BFGS
    
    H_true <- 0.5
    sigma2_true <- 1
    pars <- c(sigma2_true, H_true) 
    b <- simulate_hurst(coords, pars)
    y <- X %*% beta + b + qnorm(sim_rand_unif(n=n, init_c=0.1354), sd=sqrt(0.01))
    
    coord_test <- matrix(sim_rand_unif(n=3*2, init_c=0.19156), ncol=2)
    X_test <- cbind(rep(1,3),c(-0.5,0.2,0.4))
    
    likelihood <- "gaussian"
    cov_function <- "hurst"
    matrix_inversion_method <- "cholesky"
    
    # Evaluate negative log-likelihood
    cov_pars_eval = c(0.01, sigma2_true, H_true)
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    nll_exp <- 2508.161111
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params) , file='NUL')
    cov_pars_exp <- c(2.430011710e-02, 1.417072813e-07, 9.571564920e-01)
    coef_exp <- c(0.06807413795, 2.01626778203)
    nll_opt_exp <- -43.96963741
    num_it <- 26
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    if (matrix_inversion_method == "cholesky") expect_equal(gp_model$get_num_optim_iter(), num_it)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-0.9400622610, 0.4713289372, 0.8745803091)
    expected_var <- c(1.416871849e-07, 1.416920045e-07, 1.417021983e-07)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## Vecchia approximation
    gp_approx <- "vecchia"
    num_neighbors <- n - 1
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_neighbors <- 50
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),0.5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.3)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.01)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),0.1)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    gp_approx <- "vecchia_correlation"
    num_neighbors <- n - 1
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_neighbors <- 50
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-2512.097),0.5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.3)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.01)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),0.1)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    gp_approx <- "fitc"
    ind_points_selection <- "random"
    num_ind_points <- n-1
    tol_fitc <- 0.001
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),tol_fitc)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tol_fitc)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    num_ind_points <- 50
    tol_fitc2 <- 0.03
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),300)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc2)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc2)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),1)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    # VIF approximation
    gp_approx <- "vif"
    ind_points_selection <- "random"
    num_ind_points <- n-1
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                                        ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),1e-5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                           num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_ind_points <- 50
    tol_vif <- 0.05
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                                        ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),1)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                           num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_vif)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_vif)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tol_vif)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function) , file='NUL')
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-c(2.828394259e-02, 1.947589183e-10, 3.121883864e-01 ))),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=3)-c(-0.6202239136, 0.3687055841, 0.7950425174))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=3)-c(-0.6202239139, 0.3687055879, 0.7950425167))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=3)-c(0.02828394279, 0.02828394279, 0.02828394279))), TOLERANCE_MEDIUM)
    
    ####################
    ## non-Gaussian likelihood
    ####################
    likelihood <- "t_fix_df"
    
    # Evaluate negative log-likelihood
    cov_pars_eval = c(sigma2_true, H_true)
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    nll_exp <- 196.6342458
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params) , file='NUL')
    cov_pars_exp <- c(0.0958367434, 0.3059573412)
    coef_exp <- c(0.07364299162 ,2.01159276908)
    nll_opt_exp <- -68.23322988
    num_it <- 30
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    if (matrix_inversion_method == "cholesky") expect_equal(gp_model$get_num_optim_iter(), num_it)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-0.8637465684, 0.5298694865, 0.8493191422)
    expected_var <- c(0.016550756368, 0.006908636319, 0.008996583763)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## Vecchia approximation
    gp_approx <- "vecchia"
    num_neighbors <- n - 1
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # slow
    # capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
    #                                        matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
    #                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    # expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    # expect_equal(gp_model$get_num_optim_iter(), num_it)
    # gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    # capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
    #                                 predict_var=TRUE, predict_response = FALSE) , file='NUL')
    # expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    # expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),0.5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),0.5)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.1)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),10)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.2)
    expect_lt(sum(abs(pred$var-expected_var)),0.1)
    
    gp_approx <- "fitc"
    ind_points_selection <- "random"
    num_ind_points <- n-1
    tol_fitc <- 0.001
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),tol_fitc)
    #slow
    # capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
    #                                        matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
    #                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    # expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc)
    # expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc)
    # expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tol_fitc)
    # capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
    #                                 predict_var=TRUE, predict_response = FALSE) , file='NUL')
    # expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    # expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    num_ind_points <- 20
    tol_fitc2 <- 0.4
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),2)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc2)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc2)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),8)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.15)
    expect_lt(sum(abs(pred$var-expected_var)),0.1)
    
    # VIF approximation
    gp_approx <- "vif"
    ind_points_selection <- "kmeans++"
    num_ind_points <- 10
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                                        ind_points_selection = ind_points_selection) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),0.05)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                           num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),1.5)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.2)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),200)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.2)
    expect_lt(sum(abs(pred$var-expected_var)),2)
    
    # slow
    # ## GPBoost algorithm
    # dtrain <- gpb.Dataset(data = X, label = y)
    # capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
    #                                     matrix_inversion_method = matrix_inversion_method, cov_function = cov_function) , file='NUL')
    # gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    # bst <- gpboost(data = dtrain, gp_model = gp_model,
    #                nrounds = 2, learning_rate = 0.1, max_depth = 6,
    #                min_data_in_leaf = 5, verbose = 0)
    # expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-c(2.828394259e-02, 1.947589183e-10, 3.121883864e-01 ))),TOLERANCE_MEDIUM)
    # # Prediction
    # pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
    #                 predict_var = TRUE, pred_latent = TRUE)
    # expect_lt(sum(abs(tail(pred$fixed_effect, n=3)-c(-0.6202239136, 0.3687055841, 0.7950425174))),TOLERANCE_MEDIUM)
    # # Predict response
    # pred <- predict(bst, data = X_test, gp_coords_pred = coord_test,
    #                 predict_var = TRUE, pred_latent = FALSE)
    # expect_lt(sum(abs(tail(pred$response_mean, n=3)-c(-0.6202239139, 0.3687055879, 0.7950425167))),TOLERANCE_MEDIUM)
    # expect_lt(sum(abs(tail(pred$response_var, n=3)-c(0.02828394279, 0.02828394279, 0.02828394279))), TOLERANCE_MEDIUM)
    
    ####################
    ## Hurst ARD
    ####################
    likelihood <- "gaussian"
    cov_function <- "hurst_ard"
    matrix_inversion_method <- "cholesky"
    
    # Evaluate negative log-likelihood
    cov_pars_eval = c(0.01, sigma2_true, H_true, 1.5)
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    nll_exp <- 2817.257021
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    # Estimation 
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params) , file='NUL')
    cov_pars_exp <- c(2.430010340e-02, 1.159703688e-07, 9.612311400e-01, 8.006726088e-01)
    coef_exp <- c(0.06798478941, 2.01626275734)
    nll_opt_exp <- -43.96966225
    num_it <- 27
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    if (matrix_inversion_method == "cholesky") expect_equal(gp_model$get_num_optim_iter(), num_it)
    # Prediction
    pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-0.9401500043, 0.4712381007, 0.8744885264)
    expected_var <- c(8.895122085e-08, 4.318616931e-08, 2.009318253e-08)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## Vecchia approximation
    gp_approx <- "vecchia"
    num_neighbors <- n - 1
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),3)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.01)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),1)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.02)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    gp_approx <- "vecchia_correlation"
    num_neighbors <- n - 1
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    expect_lt(abs(nll-nll_exp),TOLERANCE_STRICT)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), num_it)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y)
    # expect_lt(abs(nll-627.4222728),10) # some randomness
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors) , file='NUL')
    # expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),1)  some randomness
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),0.5)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),15)
    gp_model$set_prediction_data(vecchia_pred_type = "order_obs_first_cond_all")
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.3)
    expect_lt(sum(abs(pred$var-expected_var)),0.3)
    
    gp_approx <- "fitc"
    ind_points_selection <- "random"
    num_ind_points <- n-1
    tol_fitc <- 0.005
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y) , file='NUL')
    expect_lt(abs(nll-nll_exp),tol_fitc)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tol_fitc)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    num_ind_points <- 50
    tol_fitc2 <- 0.15
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y) , file='NUL')
    expect_lt(abs(nll-nll_exp),300)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_fitc2)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_fitc2)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),1)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
    # VIF approximation
    gp_approx <- "vif"
    ind_points_selection <- "random"
    num_ind_points <- n-1
    num_neighbors <- 20
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                                        ind_points_selection = ind_points_selection) , file='NUL')
    capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y) , file='NUL')
    expect_lt(abs(nll-nll_exp),1e-5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                           num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    num_ind_points <- 50
    tol_vif <- 0.05
    capture.output( gp_model <- GPModel(gp_coords = coords, likelihood = likelihood, 
                                        matrix_inversion_method = matrix_inversion_method, cov_function = cov_function,
                                        gp_approx = gp_approx, num_neighbors = num_neighbors, num_ind_points = num_ind_points, 
                                        ind_points_selection = ind_points_selection) , file='NUL')
    capture.output( nll <- gp_model$neg_log_likelihood(cov_pars=cov_pars_eval,y=y) , file='NUL')
    expect_lt(abs(nll-nll_exp),5)
    capture.output( gp_model <- fitGPModel(gp_coords = coords, likelihood = likelihood,  cov_function = cov_function,
                                           matrix_inversion_method = matrix_inversion_method, X=X, y = y, params = params,
                                           gp_approx = gp_approx, num_neighbors = num_neighbors, 
                                           num_ind_points = num_ind_points, ind_points_selection = ind_points_selection) , file='NUL')
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),tol_vif)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-coef_exp)),tol_vif)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),tol_vif)
    capture.output( pred <- predict(gp_model, y=y, gp_coords_pred = coord_test, X_pred = X_test, 
                                    predict_var=TRUE, predict_response = FALSE) , file='NUL')
    expect_lt(sum(abs(pred$mu-expected_mu)),0.01)
    expect_lt(sum(abs(pred$var-expected_var)),0.01)
    
  }) # end hurst covariance
  
  test_that("gamma_zero_inflated regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "gamma_zero_inflated"
    
    # Single level grouped random effects
    shape <- 2
    p0 <- 0.4
    eta <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    mu <- exp(eta)
    y <- rep(NA,n)
    zeros <- sim_rand_unif(n=n, init_c=0.237985) <= p0
    y[zeros] <- 0
    y[!zeros] <- qgamma(sim_rand_unif(n=sum(!zeros), init_c=0.9632), 
                        rate = shape * (1-p0) / mu[!zeros], shape = shape)
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(shape, p0))
    expect_lt(abs(nll-214.1086486),TOLERANCE_STRICT)
    
    # Label needs to have the correct support
    yt <- y
    yt[100] <- -1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3200318902)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_aux_pars()-c(2.4483553239, 0.4097899503))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(0.09419103268, 1.14114390871))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-179.8795333)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 12)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.8268865387, 0.8119288828, 1.0200853052, 4.0363906391)
    expected_var <- c(1.052020624, 1.107172318, 1.747640980, 37.250886842)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    # Setting initial values and saving to file
    params_init <- params
    params_init$init_aux_pars <- c(shape, p0)
    params_init$init_cov_pars <- 1
    params_init$init_coef <- beta
    params_init$maxit <- 0
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params_init, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-1)),TOLERANCE_STRICT)  
    expect_lt(sum(abs(gp_model$get_aux_pars()-c(shape, p0))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-beta)),TOLERANCE_STRICT)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.5306641671, 0.4454187734, 0.6644867269, 13.4637380350)
    expected_var <- c(0.4880227930, 0.3945299769, 0.8780426111, 1050.6003608580)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    filename <- tempfile(fileext = ".json")
    saveGPModel(gp_model,filename = filename)
    rm(gp_model)
    gp_model_loaded <- loadGPModel(filename = filename)
    expect_lt(sum(abs(gp_model_loaded$get_cov_pars(std_err = FALSE)-1)),TOLERANCE_STRICT)  
    expect_lt(sum(abs(gp_model_loaded$get_aux_pars()-c(shape, p0))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model_loaded$get_coef(std_err = FALSE))-beta)),TOLERANCE_STRICT)
    pred <- predict(gp_model_loaded, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3104485748)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-0.7431416878, 0.4340883965, 0.5288789088, 1.4472480695))),TOLERANCE_MEDIUM)
    # Predict response
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.5046345278, 0.6630683102, 0.7289962071, 4.9652932385))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.3294119159, 0.6226852538, 0.7526664778, 48.4078097968))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              reuse_learning_rates_gp_model = FALSE) )
    expect_lt(sum(abs(cvbst$best_score-1.93737469212861)),TOLERANCE_MEDIUM)
    expect_gte(cvbst$best_iter, 10)
    expect_lte(cvbst$best_iter, 12)
    
  }) # end gamma_zero_inflated regression
  
  test_that("zoctn regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "zoctn"
    
    # Single level grouped random effects
    sd <- 0.5
    a <- -0.5
    b <- 1.2
    mu <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    y <- qnorm(sim_rand_unif(n=n, init_c=0.74), mean = mu, sd = sd)
    logistic <- function(t) 1 / (1 + exp(-t))
    logit    <- function(p) log(p / (1 - p))
    y[y<0] <- 0
    y[y>1] <- 1
    y[y>0 & y<1] <- logistic(a + b*logit(y[y>0 & y<1]))
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(sd, a, b))
    expect_lt(abs(nll-116.2406869),TOLERANCE_STRICT)
    
    # Label needs to have the correct support
    yt <- y
    yt[1] <- -1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    yt[1] <- 1+1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    
    # Estimation
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.2916780257)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_aux_pars()-c(0.5046217166, -0.7148127765, 1.2386879955))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(0.02781854661, 1.01645519976 ))),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-59.97448286)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 15)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.09604337830, 0.08452576696, 0.14822281001, 0.70876044016)
    expected_var <- c(0.04435684115, 0.03864208307, 0.06746643149, 0.14055331039)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.3189194079)),TOLERANCE_MEDIUM)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.17448221639, 0.04343393005, 0.05223871382, 0.83825928407))),TOLERANCE_MEDIUM)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.06533991097, 0.01486182361, 0.01823024348, 0.08730518547))), TOLERANCE_MEDIUM)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              deterministic = TRUE) )
    expect_lte(cvbst$best_score,0.788817272181965*(1+0.05))
    expect_gte(cvbst$best_score,0.788817272181965*(1-0.05))
    expect_lte(cvbst$best_iter, 11)
    expect_gte(cvbst$best_iter, 9)
    
  }) # end zoctn regression
  
  test_that("zero_one_censored_transformed_beta regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "zero_one_censored_transformed_beta"
    
    # Single level grouped random effects
    sd <- 0.5
    phi <- 20
    u <- 0.15
    mu <- Z1 %*% b_gr_1 + 0.5*X%*%beta
    p <- 1 / (1 + exp(-mu))
    y <- qbeta(sim_rand_unif(n=n, init_c=0.23474), shape1 = p * phi, shape2 = (1 - p) * phi)
    y <- -u + (1+2*u) * y
    y[y<0] <- 0
    y[y>1] <- 1
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(phi, u))
    expect_lt(abs(nll-52.12617684),TOLERANCE_STRICT)
    
    # Label needs to have the correct support
    yt <- y
    yt[1] <- -1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    yt[1] <- 1+1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    
    # Estimation
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.1945649727)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_aux_pars()-c(29.748038906, 0.289104109))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.0813684525, 0.71460257263))),TOLERANCE_STRICT)
    nll <- -46.42265403
    expect_lt(sum(abs((gp_model$get_current_neg_log_likelihood()-nll))),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 19)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.3927253661, 0.3321704886, 0.3861809101, 0.7298256767)
    expected_var <- c(0.02161799049, 0.02084689485, 0.02168851371, 0.04924037565)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0, deterministic = TRUE)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.1595314606)),TOLERANCE_LOOSE)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.3887691559, 0.3302113203, 0.2004543905, 0.7135098446))),TOLERANCE_LOOSE)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.01930727315, 0.01872401275, 0.01540545352, 0.04467338695))), TOLERANCE_LOOSE)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              deterministic = TRUE) )
    expect_lte(cvbst$best_score,-0.906197716909493*0.5)
    expect_gte(cvbst$best_score,-0.906197716909493*2)
    expect_lte(cvbst$best_iter, 5)
    expect_gte(cvbst$best_iter, 3)
    
  }) # end zero_one_censored_transformed_beta regression
  
  test_that("zero_one_censored_shifted_gamma regression ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "zero_one_censored_shifted_gamma"
    
    # Single level grouped random effects
    shape <- 5
    xi <- 0.1
    scale <- exp(Z1 %*% b_gr_1 + 0.25*X%*%beta) / shape
    y <- qgamma(sim_rand_unif(n=n, init_c=0.1346), scale = scale, shape = shape)
    y <- y - xi
    y[y<0] <- 0
    y[y>1] <- 1
    
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = "cholesky")
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(shape,xi))
    expect_lt(abs(nll-76.53696381),TOLERANCE_STRICT)
    
    # Label needs to have the correct support
    yt <- y
    yt[1] <- -1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    yt[1] <- 1+1e-10
    expect_error(gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                        y = yt, X=X, params = params, matrix_inversion_method = "cholesky"))
    
    # Estimation
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood,
                                           y = y, X=X, params = params, matrix_inversion_method = "cholesky")
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.4209158489)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_aux_pars()-c(3.50495674874, 0.06611314103 ))),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.1713543234, 0.7616663663))),TOLERANCE_STRICT)
    expect_lt(sum(abs((gp_model$get_current_neg_log_likelihood()-36.79381797))),TOLERANCE_MEDIUM)
    expect_equal(gp_model$get_num_optim_iter(), 17)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = TRUE)
    expected_mu <- c(0.4938941250, 0.6200604917, 0.6895052787, 0.8658269508)
    expected_var <- c(0.07536757200, 0.08391117696, 0.08156129615, 0.05815172162)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0, deterministic = TRUE)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.2014705208 )),TOLERANCE_LOOSE)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = FALSE)
    expect_lt(sum(abs(tail(pred$response_mean, n=4)-c(0.6771125713, 0.6521416995, 0.6432654205, 0.7448076230))),TOLERANCE_LOOSE)
    expect_lt(sum(abs(tail(pred$response_var, n=4)-c(0.06411222024, 0.06472276124, 0.06483977737, 0.08373115432))), TOLERANCE_LOOSE)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = "cholesky")
    output <- capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                              nrounds = 100, early_stopping_rounds = 5,
                                              use_gp_model_for_validation = TRUE, folds = folds, verbose = 0,
                                              deterministic = TRUE) )
    expect_lte(cvbst$best_score,0.821794098802474*(1+TOLERANCE_LOOSE))
    expect_gte(cvbst$best_score,0.821794098802474*(1-TOLERANCE_LOOSE))
    nit <- 3
    expect_lte(cvbst$best_iter, nit+4)
    expect_gte(cvbst$best_iter, nit-1)
    
  }) # end zero_one_censored_shifted_gamma regression
  
  test_that("iid model ", {
    
    params <- OPTIM_PARAMS_BFGS
    y <- X %*% beta + qnorm(sim_rand_unif(n=n, init_c=0.91468), sd=sqrt(0.01))
    likelihood <- "gaussian"
    
    # Estimation 
    capture.output( gp_model <- fitGPModel(likelihood = likelihood, X=X, y = y, params = params) , file='NUL')
    cov_pars_exp <- c(7.654507e-03, 1.000000e-20)
    coef_exp <- c(0.094720436, 0.008837829, 1.987728662, 0.012498577)
    nll_opt_exp <- -101.7291793
    expect_lt(sum(abs(as.vector(gp_model$get_cov_pars(std_err = FALSE))-cov_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 8)
    # Prediction
    X_test <- cbind(rep(1,3),c(-0.5,0.2,1))
    pred <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-0.8991438945,  0.4922661688,  2.0824490983)
    expected_var <- c(1e-20, 1e-20, 1e-20)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    # mod <- lm(y~X2, data=data.frame(y=y,X))
    # summary(mod)
    # predict(mod, newdata=data.frame(X_test))
    
    likelihood <- "t_fix_df"
    capture.output( gp_model <- fitGPModel(likelihood = likelihood, X=X, y = y, params = params) , file='NUL')
    aux_pars_exp <- c(0.0652430469, 2)
    coef_exp <- c(0.094283734360, 0.009319580548, 1.992402552983, 0.011695985542)
    nll_opt_exp <- -92.6701562
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-aux_pars_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-nll_opt_exp)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 21)
    # Prediction
    pred <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-0.9019175421, 0.4927642450, 2.0866862873)
    expected_var <- c(1e-20, 1e-20, 1e-20)
    expect_lt(sum(abs(pred$mu-expected_mu)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-expected_var)),TOLERANCE_STRICT)
    
    likelihood <- "binary_logit"
    y_bin <- as.numeric(sim_rand_unif(n=n, init_c=0.468) < 1/(1+exp(-X %*% beta)))
    capture.output( gp_model <- fitGPModel(likelihood = likelihood, X=X, y = y_bin, params = params) , file='NUL')
    coef_exp <- c(0.08910433727, 0.22947935529, 1.57411916970, 0.35649689071)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()-56.6742427)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 4)
    # Prediction
    pred <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-c(-0.6979552476, 0.4039281712, 1.6632235070))),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-c(1e-20, 1e-20, 1e-20))),TOLERANCE_STRICT)
    pred_resp <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = TRUE)
    pred_exp <- c(0.3322656738, 0.5996311078, 0.8406703427)
    expect_lt(sum(abs(pred_resp$mu-pred_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred_resp$var-pred_exp*(1-pred_exp))),TOLERANCE_STRICT)
    
    # mod <- glm(y~X2, data=data.frame(y=y_bin,X), family = binomial(link = "logit"))
    # summary(mod)
    # predict(mod, newdata=data.frame(X_test))
    
    likelihood <- "gamma"
    capture.output( gp_model <- fitGPModel(likelihood = likelihood, X=X, y = exp(y), params = params) , file='NUL')
    coef_exp <- c(0.098623234, 0.008821832, 1.986899634, 0.012429806)
    expect_lt(sum(abs(as.vector(gp_model$get_aux_pars())-131.0965634)),TOLERANCE_STRICT)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = TRUE))-coef_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(gp_model$get_current_neg_log_likelihood()--72.4258)),TOLERANCE_STRICT)
    expect_equal(gp_model$get_num_optim_iter(), 30)
    # Prediction
    pred <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-c(-0.8948265830, 0.4960031607, 2.0855228678))),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred$var-c(1e-20, 1e-20, 1e-20))),TOLERANCE_STRICT)
    pred_resp <- predict(gp_model, X_pred = X_test, predict_var=TRUE, predict_response = TRUE)
    pred_exp <- c(0.4086784643, 1.6421447481, 8.0487988395)
    expect_lt(sum(abs(pred_resp$mu-pred_exp)),TOLERANCE_STRICT)
    expect_lt(sum(abs(pred_resp$var-c(0.001274008127, 0.020569870819, 0.494163699509))),TOLERANCE_STRICT)
    
    # mod <- glm(y~X2, data=data.frame(y=exp(y),X), family = Gamma(link = "log"))
    # summary(mod)
    # predict(mod, newdata=data.frame(X_test), type ="response")
    
  }) # end iid model 
  
  test_that("asymmetric_laplace likelihood ", {
    
    params <- OPTIM_PARAMS_BFGS
    likelihood <- "asymmetric_laplace"
    
    quantile_asym_laplace <- function(q, alpha, lambda) {
      if (length(q) == 1) {
        if (q <= alpha) {
          return(log(q/alpha) * lambda / (1-alpha))
        } else {
          return(-log((1-q)/(1-alpha)) * lambda / alpha)
        }
      } else {
        res <- rep(NA,length(q))
        ind <- q <= alpha
        res[ind] <- log(q[ind]/alpha) * lambda / (1-alpha)
        res[!ind] <- -log((1-q[!ind])/(1-alpha)) * lambda / alpha
        return(res)
      }
    }
    
    
    
    # Single level grouped random effects
    quantile <- 0.5
    quantile_up <- 0.975
    lambda = 0.25
    error <- quantile_asym_laplace(q=sim_rand_unif(n=n, init_c=0.651), alpha=quantile, lambda = lambda)
    y <- Z1 %*% b_gr_1 + X%*%beta + error
    
    matrix_inversion_method <- "cholesky"
    # matrix_inversion_method_loop <- c("cholesky", "iterative")
    # for (matrix_inversion_method in matrix_inversion_method_loop) {
    if(matrix_inversion_method == "iterative") {
      tolerance_loc_1 <- TOLERANCE_STRICT
      tolerance_loc_2 <- TOLERANCE_LOOSE
      tolerance_loc_3 <- 0.1
    } else {
      tolerance_loc_1 <- TOLERANCE_STRICT
      tolerance_loc_2 <- TOLERANCE_LOOSE
      tolerance_loc_3 <- 0.1
    }
    
    expect_error( gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                                      matrix_inversion_method = matrix_inversion_method, likelihood_additional_param=1.1) )
    expect_error( gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                                      matrix_inversion_method = matrix_inversion_method, likelihood_additional_param=-0.1) )
    # Evaluate negative log-likelihood
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    nll_exp <- 273.0138019
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-nll_exp),tolerance_loc_1)
    # default value for quantile
    gp_model <- GPModel(group_data = group, likelihood = likelihood, matrix_inversion_method = matrix_inversion_method)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-nll_exp),tolerance_loc_1)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile_up)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-302.8484089),tolerance_loc_1)
    gp_model <- GPModel(group_data = group, likelihood = "asymmetric_laplace_tkc", 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    nll_exp2 <- 271.2555943
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-nll_exp2),tolerance_loc_1)
    gp_model <- GPModel(group_data = group, likelihood = "asymmetric_laplace_tkc_fisher_mode_finding", 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-nll_exp2),tolerance_loc_1)
    gp_model <- GPModel(group_data = group, likelihood = "asymmetric_laplace_tkc_not_fisher_mode_finding", 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    nll <- gp_model$neg_log_likelihood(cov_pars=c(0.9),y=y, aux_pars = c(lambda))
    expect_lt(abs(nll-270.8276752),tolerance_loc_1)
    
    # Estimation
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = likelihood, likelihood_additional_param = quantile,
                                           y = y, X=X, params = params, matrix_inversion_method = matrix_inversion_method)
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.4084587961)),tolerance_loc_1)
    expect_lt(sum(abs(gp_model$get_aux_pars()-0.2692574357 )),tolerance_loc_1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.1244755503, 2.0742575413))),tolerance_loc_1)
    expect_lt(sum(abs((gp_model$get_current_neg_log_likelihood()-116.0977714))),tolerance_loc_1)
    expect_equal(gp_model$get_num_optim_iter(), 26)
    # Prediction
    group_test <- c(1,3,3,9999)
    X_test <- cbind(rep(1,4),c(-0.5,0.2,0.4,1))
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-1.1616043209, -0.1975149513, 0.2173365570, 1.9497819910)
    expected_var <- c(0.02707738212, 0.02707738212, 0.02707738212, 0.40845879613)
    expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
    expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_1)
    
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "asymmetric_laplace_var_cor_pred_freq_asym", likelihood_additional_param = quantile,
                                           y = y, X=X, params = params, matrix_inversion_method = matrix_inversion_method)
                    , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
    expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_1)
    
    # Estimation with other options
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "asymmetric_laplace_tkc", likelihood_additional_param = quantile,
                                           y = y, X=X, params = params, matrix_inversion_method = matrix_inversion_method)
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.8394014953)),tolerance_loc_1)
    expect_lt(sum(abs(gp_model$get_aux_pars()-0.2624250578  )),tolerance_loc_1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.0781216681,  2.15088413307))),tolerance_loc_1)
    expect_lt(sum(abs((gp_model$get_current_neg_log_likelihood()-116.8881252))),tolerance_loc_1)
    expect_equal(gp_model$get_num_optim_iter(), 7)
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_mu <- c(-1.1535637346, -0.1641307384, 0.2660460883, 2.0727624650)
    expected_var <- c(0.02012959075, 0.02012959075, 0.02012959075, 0.83940149528)
    expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
    expect_lt(sum(abs(pred$var-expected_var)),tolerance_loc_1)
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "asymmetric_laplace_tkc_not_fisher_mode_finding", likelihood_additional_param = quantile,
                                           y = y, X=X, params = params, matrix_inversion_method = matrix_inversion_method)
                    , file='NUL')
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.8491388894)),tolerance_loc_1)
    expect_lt(sum(abs(gp_model$get_aux_pars()-0.2472040762 )),tolerance_loc_1)
    expect_lt(sum(abs(as.vector(gp_model$get_coef(std_err = FALSE))-c(-0.1574045859, 2.0308585745))),tolerance_loc_1)
    expect_lt(sum(abs((gp_model$get_current_neg_log_likelihood()-116.0833909))),tolerance_loc_1)
    expect_equal(gp_model$get_num_optim_iter(), 8)
    capture.output( gp_model <- fitGPModel(group_data = group, likelihood = "asymmetric_laplace_tkc_var_cor_pred_freq_asym", likelihood_additional_param = quantile,
                                           y = y, X=X, params = params, matrix_inversion_method = matrix_inversion_method)
                    , file='NUL')
    pred <- predict(gp_model, y=y, group_data_pred = group_test, X_pred = X_test, 
                    predict_var=TRUE, predict_response = FALSE)
    expected_var_cor <- c(0.02667148236, 0.02667148236, 0.02667148236, 0.83940149528)
    expect_lt(sum(abs(pred$mu-expected_mu)),tolerance_loc_1)
    expect_lt(sum(abs(pred$var-expected_var_cor)),tolerance_loc_1)
    
    ## GPBoost algorithm
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    gp_model$set_optim_params(params=OPTIM_PARAMS_BFGS)
    bst <- gpboost(data = dtrain, gp_model = gp_model,
                   nrounds = 30, learning_rate = 0.1, max_depth = 6,
                   min_data_in_leaf = 5, verbose = 0, deterministic = TRUE)
    expect_lt(sum(abs(gp_model$get_cov_pars(std_err = FALSE)-0.5001946367)),tolerance_loc_2)
    expect_lt(sum(abs(gp_model$get_aux_pars()-0.2376101798)),tolerance_loc_2)
    # Prediction
    pred <- predict(bst, data = X_test, group_data_pred = group_test,
                    predict_var = TRUE, pred_latent = TRUE)
    expect_lt(sum(abs(tail(pred$fixed_effect, n=4)-c(-1.0044756435, 0.2829850837, 0.9178465299, 2.0115131704))),tolerance_loc_2)
    expect_lt(sum(abs(tail(pred$random_effect_mean, n=4)-c(0.1565934542, -0.3479826551, -0.3479826551, 0.0000000000))), tolerance_loc_2)
    expect_lt(sum(abs(tail(pred$random_effect_cov, n=4)-c( 0.02160785924, 0.02160785924, 0.02160785924, 0.50019463669))), tolerance_loc_2)
    
    # cv function
    dtrain <- gpb.Dataset(data = X, label = y)
    gp_model <- GPModel(group_data = group, likelihood = likelihood, 
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    set.seed(1)
    capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                    nrounds = 100, early_stopping_rounds = 5, metric="test_neg_log_likelihood",
                                    use_gp_model_for_validation = TRUE, folds = folds, verbose = 0), file='NUL')
    expect_lte(cvbst$best_score,1.46839423428633*(1+tolerance_loc_3))
    expect_gte(cvbst$best_score,1.46839423428633*(1-tolerance_loc_3))
    nit <- 37
    expect_lte(cvbst$best_iter, nit+4)
    expect_gte(cvbst$best_iter, nit-4)
    
    gp_model <- GPModel(group_data = group, likelihood = likelihood,
                        matrix_inversion_method = matrix_inversion_method, likelihood_additional_param = quantile)
    set.seed(1)
    capture.output( cvbst <- gpb.cv(params = params_cv, data = dtrain, gp_model = gp_model,
                                    nrounds = 100, early_stopping_rounds = 5, metric="quantile",
                                    use_gp_model_for_validation = TRUE, folds = folds, verbose = 0), file='NUL')
    expect_lte(cvbst$best_score,0.377186925273971*(1+tolerance_loc_3))
    expect_gte(cvbst$best_score,0.377186925273971*(1-tolerance_loc_3))
    nit <- 59
    expect_lte(cvbst$best_iter, nit+4)
    expect_gte(cvbst$best_iter, nit-30)
    
    # }
    
  }) # end asymmetric_laplace regression
}

