library("basefun") ### check the approximation of a number of functions f1 <- function(x) qnorm(pchisq(x, df = 3)) fun <- list(sin, cos, sqrt, log, f1) dfun <- list(cos, function(x) -sin(x), function(x) -.5 * x^(-3/2), function(x) 1/x, function(x) 1 / dnorm(qnorm(pchisq(x, df = 3))) * dchisq(x, df = 3)) ### http://r.789695.n4.nabble.com/Derivative-of-the-probit-td2133341.html ord <- 3:10 x <- seq(from = 0.01, to = 2*pi - 0.01, length.out = 100) xvar <- numeric_var("x", support = range(x) + c(-.5, .5)) for (i in 1:length(fun)) { for (o in ord) { y <- fun[[i]](x) Bb <- Bernstein_basis(xvar, order = o) m <- lm(y ~ Bb(x) - 1, data = data.frame(y = y, x = x)) R <- summary(m)$r.squared layout(matrix(1:2, ncol = 2)) plot(x, fun[[i]](x), type = "l", col = "red", main = paste(deparse(fun[[i]]), o, R, sep = ":")) lines(x, fitted(m)) plot(x, dfun[[i]](x), type = "l", col = "red", main = paste(deparse(fun[[i]]), o, R, sep = ":")) lines(x, predict(Bb, newdata = data.frame(x = x), deriv = c(x = 1), coef = coef(m))) } } ### check linear extrapolation order <- 50 xg <- seq(from = -1, to = 1, length.out = order + 1) xvar2 <- numeric_var("x", support = c(-1.0, 1.0)) B <- Bernstein_basis(xvar2, order = order) cf <- xg^2 x <- -150:150/100 X <- model.matrix(B, data = data.frame(x = x)) plot(x, x^2, type = "l", col = "red") lines(x, X %*% cf) ### f' is constant outside support Xp <- model.matrix(B, data = data.frame(x = x), deriv = c(x = 1L)) plot(x, 2 * x, type = "l", col = "red") lines(x, Xp %*% cf) ### also f' is linearily extrapolated if maxderiv > 1 Xp <- model.matrix(B, data = data.frame(x = x), deriv = c(x = 1L), maxderiv = 2L) plot(x, 2 * x, type = "l", col = "red") lines(x, Xp %*% cf) ### Legendre to Bernstein ## Example from doi: 10.1016/j.amc.2007.09.050 A <- basefun:::.L2B(4L) B <- cbind(1, c(-1, -.5, 0, .5, 1), c(1, -.5, -1, -.5, 1), c(-1, 2, 0, -2, 1), c(1, -4, 6, -4, 1)) stopifnot(max(abs(A - B)) < .Machine$double.eps) ### Bernstein to Legendre stopifnot(max(abs(solve(A) - basefun:::.B2L(4L))) < sqrt(.Machine$double.eps)) ### Bernstein(log(y)) x <- 1:100 / 10 y <- log(x) xvar <- numeric_var("x", bounds = c(0.01, Inf), support = c(.1, 9)) xb <- Bernstein_basis(xvar, ui = "increasing", log_first = TRUE, order = 6) X <- model.matrix(xb, data = data.frame(x = x)) Xprime <- model.matrix(xb, data = data.frame(x = x), deriv = c("x" = 1)) cf <- coef(lm(y ~ 0 + X)) stopifnot(max(abs(y - X %*% cf)) < .Machine$double.eps^(1/2)) stopifnot(max(abs(1 / x[-1] - Xprime[-1,] %*% cf)) < .Machine$double.eps^(1/2)) ### log-linear function xvar <- numeric_var("x", bounds = c(0.01, Inf), support = c(.1, 9)) xb <- Bernstein_basis(xvar, ui = "increasing", log_first = TRUE, order = 1) X <- model.matrix(xb, data = data.frame(x = x)) Xprime <- model.matrix(xb, data = data.frame(x = x), deriv = c("x" = 1)) cf <- coef(lm(y ~ 0 + X)) stopifnot(max(abs(y - X %*% cf)) < .Machine$double.eps^(1/2)) stopifnot(max(abs(1 / x[-1] - Xprime[-1,] %*% cf)) < .Machine$double.eps^(1/2)) x <- 10:1000/ 1000 y <- 1 + 2 * log(x) lx <- log(x) xv <- numeric_var("lx", support = log(c(.3, .7)), bounds = log(c(0.01, .99))) b2 <- Bernstein_basis(xv, order = 6) X2 <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 0)) X2p <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 1)) X2pp <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 2)) m2 <- lm(y ~ 0 + X2) xv <- numeric_var("x", support = c(.3, .7), bounds = c(.01, .99)) b3 <- Bernstein_basis(xv, order = 6, log_first = TRUE) X3 <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 0)) X3p <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 1)) X3pp <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 2)) m3 <- lm(y ~ 0 + X3) stopifnot(max(abs(X2 %*% coef(m2) - X3 %*% coef(m3))) < .Machine$double.eps^(1/2)) stopifnot(max(abs(X2p %*% coef(m2) / x - X3p %*% coef(m3))) < .Machine$double.eps^(1/2)) stopifnot((X2pp - X2p) %*% coef(m2) / (x^2) - X3pp %*% coef(m3) < .Machine$double.eps^(1/2)) try(model.matrix(b3, data = data.frame(x = x), deriv = c(x = 3))) xv <- numeric_var("lx", support = log(c(.3, .7)), bounds = log(c(0.01, .99))) b2 <- Bernstein_basis(xv, order = 6, extrapolate = TRUE) X2 <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 0)) X2p <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 1)) X2pp <- model.matrix(b2, data = data.frame(lx = lx), deriv = c(lx = 2)) m2 <- lm(y ~ 0 + X2) xv <- numeric_var("x", support = c(.3, .7), bounds = c(.01, .99)) b3 <- Bernstein_basis(xv, order = 6, log_first = TRUE, extrapolate = TRUE) X3 <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 0)) X3p <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 1)) X3pp <- model.matrix(b3, data = data.frame(x = x), deriv = c(x = 2)) m3 <- lm(y ~ 0 + X3) stopifnot(max(abs(X2 %*% coef(m2) - X3 %*% coef(m3))) < .Machine$double.eps^(1/2)) stopifnot(max(abs(X2p %*% coef(m2) / x - X3p %*% coef(m3))) < .Machine$double.eps^(1/2)) stopifnot((X2pp - X2p) %*% coef(m2) / (x^2) - X3pp %*% coef(m3) < .Machine$double.eps^(1/2)) try(model.matrix(b3, data = data.frame(x = x), deriv = c(x = 3)))