Getting an error when there is not a logger user

[IvanGuardado]

In some scenarios, I need to test a controller as an anonymous user. However, I'm getting this error if the method set_user is not called.

it 'works' do
  get :index
end

NoMethodError:
       undefined method `cookies' for {}:Hash

When I set a user everything is working properly:

it 'works' do
  warden.set_user("user_id", User.first.id)

  get :index
end

Is there something I'm missing? How is it supposed to test a private controller using an anonymous user?