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Type 'q()' to quit R. > > library("basefun") Loading required package: variables > > ### 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))) Error in object(data = data, deriv = deriv, integrate = integrate) : deriv > 2 not implemented for log_first > > 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))) Error in object(data = data, deriv = deriv, integrate = integrate) : deriv > 2 not implemented for log_first > > > proc.time() user system elapsed 1.56 0.09 1.65