test_that("Check agreement covariance function agrees", { set.seed(1) kappa <- 0.1*runif(1)+0.1 sigma <- runif(1)+1 c <- 1/(4*kappa^3) x <- seq(0,1,length.out=10) expect_equal(MetricGraph:::r_2(x, tau = 1/sigma, kappa = kappa), rSPDE::matern.covariance(x, kappa, 3/2, sigma)[,1]*c, tol=1e-9) }) test_that("Check agreement derivative covariance function agrees", { set.seed(1) kappa <- 0.1 * runif(1) + 0.1 sigma <- runif(1) + 1 c <- 1/(4*kappa^3) x <- seq(-1, 1, length.out = 20) expect_equal(MetricGraph:::r_2(x, tau = 1/sigma, kappa = kappa, deriv = 1), matern_derivative(x, kappa, 3/2, sigma)[,1]*c, tol=1e-9) }) test_that("Check agreement derivative covariance function agrees", { set.seed(1) kappa <- 0.1*runif(1)+0.1 sigma <- runif(1)+1 c <- 1/(4*kappa^3) x <- seq(-1,1,length.out=20) expect_equal(MetricGraph:::r_2(x, tau = 1/sigma, kappa = kappa, deriv = 2), matern_derivative(x, kappa, 3/2, sigma,2)[,1]*c, tol=1e-9) }) test_that("Check agreement covariance matrix", { set.seed(1) kappa <- 0.1 * runif(1) + 0.1 sigma <- runif(1) + 1 c <- 1/(4 * kappa^3) l_e <- runif(1) + 0.5 x_ <- c(0,l_e) D <- outer(x_, x_, "-") r <- rSPDE::matern.covariance(D, kappa = kappa, nu = 3/2, sigma = sigma) r1 <- -matern_derivative(D, kappa = kappa, sigma = sigma, nu = 3/2, deriv = 1) r2 <- -matern_derivative(D, kappa = kappa, sigma = sigma, nu = 3/2, deriv = 2) Sigma.0 <- rbind(cbind(r, r1), cbind(t(r1), r2))*c r_00 <- MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa) r_01 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 1) r_11 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 2) Sigma_ <- rbind(cbind(r_00, r_01), cbind(t(r_01), r_11)) testthat::expect_equal( c(Sigma.0), c(Sigma_), tol=1e-9) }) test_that("test agreement precision matrix and article method", { set.seed(1) kappa <- 0.1* runif(1) + 0.1 sigma <- runif(1) + 1 c <- 1 / (4 * kappa^3) l_e <- runif(1) + 0.5 x_ <- c(0, l_e) D <- outer(x_, x_, "-") r_00 <- MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa) r_01 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 1) r_11 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 2) # order by node not derivative R_00 <- matrix(c(r_00[1], r_01[1,1], r_01[1,1], r_11[1,1]),2,2) R_01 <- matrix(c(r_00[2], r_01[2,1], r_01[1,2], r_11[2,1]),2,2) R_node <- rbind(cbind(R_00, R_01), cbind(t(R_01), R_00)) Q_adj = solve(R_node) - 0.5 * solve(rbind(cbind(R_00, matrix(0, 2, 2)), cbind(matrix(0, 2, 2), R_00))) build_C_beta1 <- function(L, kappa, sigma){ C_0 <- matern_neumann_free(c(0,L), c(0,L), kappa, sigma = 1, nu = 3/2, L = L,deriv = c(1,1)) return(sigma^2 * solve(solve(C_0) - 0.5 * diag(2) / kappa^2)) } C <- build_C_beta1(l_e, kappa, sigma) r_free.2 <- matern_neumann_free2(x_, x_,C, kappa, sigma, nu=3/2, L = l_e) rd1_free.2 <- matern_neumann_free2(x_, x_,C, kappa, sigma, nu=3/2, L = l_e, deriv = c(0,1)) rd2_free.2 <- matern_neumann_free2(x_, x_,C, kappa, sigma, nu=3/2, L = l_e, deriv = c(1,1)) Sigma.2 <- rbind(cbind(r_free.2, rd1_free.2), cbind(t(rd1_free.2),rd2_free.2)) * c Sigma.2 <- Sigma.2[c(1, 3, 2, 4), c(1, 3, 2, 4)] #order by nodes testthat::expect_equal(c(Q_adj), c(solve(Sigma.2)), tol = 1e-7) #test adjusted covariance matrix against article formula R00R0l <-rbind(cbind(R_00, R_01), cbind(t(R_01), R_00)) Adj <- solve(rbind(cbind(R_00, -R_01), cbind(-t(R_01), R_00))) R_adj <- R_node + R00R0l %*% Adj %*% R00R0l testthat::expect_equal(c(Sigma.2), c(R_adj), tol = 1e-9) }) # Commented because there is no test # test_that("test agreement neumann of the adjusted", { # set.seed(1) # kappa <- 0.1* runif(1) + 1 # sigma <- runif(1) + 1 # c <- 1 / (4 * kappa^3) # l_e <- runif(1) + 0.5 # x_ <- c(0, l_e) # eps <- 1e-4 # D <- outer(x_, x_, "-") # r_00 <- MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa) # r_01 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 1) # r_11 <- - MetricGraph:::r_2(D, tau = 1/sigma, kappa = kappa, deriv = 2) # # order by node not derivative # R_00 <- matrix(c(r_00[1], r_01[1,1], r_01[1,1], r_11[1,1]),2,2) # R_01 <- matrix(c(r_00[2], r_01[2,1], r_01[1,2], r_11[2,1]),2,2) # R_node <- rbind(cbind(R_00, R_01), cbind(t(R_01), R_00)) # Q_adj = solve(R_node) - 0.5 * solve(rbind(cbind(R_00, matrix(0, 2, 2)), # cbind(matrix(0, 2, 2), R_00))) # Adj <- solve(rbind(cbind(R_00, -R_01), cbind(-t(R_01), R_00))) # R00R0l <-rbind(cbind(R_00, R_01), cbind(t(R_01), R_00)) # R_adj <- R_node + R00R0l %*% Adj %*% R00R0l # t <- sum(x_)/2 # D2 <- (outer(c(x_,t), c(x_,t), "-")) # r_00_ <- MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa) # r_01_ <- - MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa, deriv = 1) # r_11_ <- - MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa, deriv = 2) # R_t0 <- matrix(c(r_00_[1,3], r_01_[1,3], r_01_[3,1], r_11_[3,1]),2,2) # R_t1 <- matrix(c(r_00_[2,3], r_01_[2,3], r_01_[3,2], r_11_[3,2]),2,2) # R_corr <- cbind(R_t0,R_t1) # R_t <- R_t0 + cbind(R_00, R_01)%*%Adj %*% t(R_corr) # x_[0] <- 0 # t_eps <- eps # D2 <- (outer(c(x_,t_eps), c(x_,t_eps), "-")) # r_00_ <- MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa) # r_01_ <- - MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa, deriv = 1) # r_11_ <- - MetricGraph:::r_2(D2, tau = 1/sigma, kappa = kappa, deriv = 2) # R_eps0 <- matrix(c(r_00_[1,3], r_01_[1,3], r_01_[3,1], r_11_[3,1]),2,2) # R_eps1 <- matrix(c(r_00_[2,3], r_01_[2,3], r_01_[3,2], r_11_[3,2]),2,2) # R_corr_eps <- cbind(R_eps0,R_eps1) # R_00_e <- matrix(c(r_00_[1,1], r_01[1,1], r_01[1,1], r_11[1,1]),2,2) # R_01_e <- matrix(c(r_00_[2,1], r_01[2,1], r_01[1,2], r_11[2,1]),2,2) # R_t2 <- R_t0 + cbind(R_00_e, R_01_e)%*%Adj %*% t(R_corr) # (R_t-R_adj[1:2,1:2])/eps # }) test_that("test likelihood",{ set.seed(13) nt <- 40 kappa <- 0.3 sigma_e <- 0.1 sigma <- 1 theta <- c(sigma_e,sigma,kappa) edge2 <- rbind(c(30, 80), c(140, 80)) edge1 <- rbind(c(30, 00), c(30, 80)) edges <- list(edge1, edge2) graph <- metric_graph$new(edges = edges) Q <- spde_precision(kappa = kappa, tau = 1/sigma, alpha = 2, graph = graph, BC = 1) graph$buildC(2, FALSE) Qmod <- (graph$CoB$T) %*% Q %*% t(graph$CoB$T) Qtilde <- Qmod Qtilde <- Qtilde[-c(1:2),-c(1:2)] R <- Cholesky(Qtilde,LDL = FALSE, perm = TRUE) V0 <- as.vector(solve(R, solve(R,rnorm(6), system = 'Lt') , system = 'Pt')) u_e <- t(graph$CoB$T) %*% c(0, 0, V0) X <- c() for(i in 1:length(graph$edge_lengths)){ X <- rbind(X,cbind(sample_alpha2_line(kappa = kappa, tau = 1/sigma, sigma_e = sigma_e, u_e = u_e[4*(i-1) +1:4], l_e = graph$edge_lengths[i], nt = nt),i)) } X[,2] <- X[,2] + sigma_e*rnorm(2*nt) df_test <- data.frame(y = X[,2], edge_number = X[,3], distance_on_edge = X[,1]) graph$add_observations(data = df_test, normalized = FALSE) graph$buildC(2, FALSE) #standard likelihood lik <- -likelihood_alpha2(theta = theta, graph = graph, data_name = "y", X_cov = NULL, repl = NULL, BC = 1, parameterization = "spde") graph2 <- graph$clone() graph2$observation_to_vertex() graph2$buildC(2, FALSE) #covariance likelihood lik2 <-likelihood_graph_covariance(graph = graph2, model = "WM2", repl = NULL, y_graph = graph2$get_data()[["y"]], log_scale = FALSE, X_cov = NULL) lik2 <- lik2(exp(theta)) #likelihood with extended graph lik3 <- -likelihood_alpha2(theta = theta, graph = graph2, data_name = "y", X_cov = NULL, repl = NULL, BC = 1, parameterization = "spde") expect_equal(as.matrix(lik), as.matrix(lik2), tolerance = 1e-10) expect_equal(as.matrix(lik), as.matrix(lik3), tolerance = 1e-10) }) test_that("test posterior mean",{ library(Matrix) set.seed(13) nt <- 90 kappa <- 0.3 sigma_e <- 0.1 sigma <- 2 theta <- c(sigma_e,sigma,kappa) edge2 <- rbind(c(30, 80), c(140, 80)) edge1 <- rbind(c(30, 00), c(30, 80)) edges <- list(edge1, edge2) graph <- metric_graph$new(edges = edges) Q <- spde_precision(kappa = kappa, tau = 1/sigma, alpha = 2, graph = graph, BC = 1) graph$buildC(2, FALSE) Qmod <- (graph$CoB$T) %*% Q %*% t(graph$CoB$T) Qtilde <- Qmod Qtilde <- Qtilde[-c(1:2),-c(1:2)] R <- Cholesky(Qtilde,LDL = FALSE, perm = TRUE) V0 <- as.vector(solve(R, solve(R,rnorm(6), system = 'Lt') , system = 'Pt')) u_e <- t(graph$CoB$T) %*% c(0, 0, V0) X <- c() for(i in 1:length(graph$edge_lengths)){ X <- rbind(X,cbind(sample_alpha2_line(kappa = kappa, tau = 1/sigma, sigma_e = sigma_e, u_e = u_e[4*(i-1) +1:4], l_e = graph$edge_lengths[i], nt = nt),i)) } X <- X[-nt,] # There is a repeated location, let us remove it X[,2] <- X[,2] + rnorm(nrow(X), sd = sigma_e) df_temp <- data.frame(y = X[,2], edge_number = X[,3], distance_on_edge = X[,1]) graph$add_observations(data = df_temp, normalized = FALSE) #test posterior at observation locations res <- graph_lme(y ~ -1, graph=graph, model="WM2", parallel = FALSE) pm <- predict(res, newdata = df_temp)$mean kappa_est <- res$coeff$random_effects[2] tau_est <- res$coeff$random_effects[1] theta_est <- c(res$coeff$measurement_error, tau_est, kappa_est) graph2 <- graph$clone() graph2$observation_to_vertex() graph2$buildC(2, FALSE) n.v <- dim(graph2$V)[1] n.c <- 1:length(graph2$CoB$S) Q <- spde_precision(kappa = kappa_est, tau = tau_est, alpha = 2, graph = graph2, BC = 1) Qtilde <- (graph2$CoB$T) %*% Q %*% t(graph2$CoB$T) Qtilde <- Qtilde[-n.c,-n.c] Sigma.overdetermined = t(graph2$CoB$T[-n.c, ]) %*% solve(Qtilde) %*% (graph2$CoB$T[-n.c, ]) PtE <- graph2$get_PtE() index.obs <- 4*(PtE[, 1] - 1) + (1 * (abs(PtE[, 2]) < 1e-14)) + (3 * (abs(PtE[, 2]) > 1e-14)) Sigma <- as.matrix(Sigma.overdetermined[index.obs, index.obs]) Sigma.Y <- Sigma diag(Sigma.Y) <- diag(Sigma.Y) + theta_est[1]^2 pm2 <- Sigma %*% solve(Sigma.Y, graph2$get_data()$y) pm2 <- as.vector(pm2) ord1 <- order(graph$get_data()[[".coord_x"]], graph$get_data()[[".coord_y"]]) ord2 <- order(graph2$get_data()[[".coord_x"]], graph2$get_data()[[".coord_y"]]) expect_equal(sum((pm2[ord2]-pm[ord1])^2),0, tolerance = 1e-5) })