test_that("Constructor", { x <- ltd$D$x y <- ltd$D$y m <- length(unique(x)) n <- length(y) w <- rep(1, n) max_iter <- 10000 stats <- ltd$stats_1 start <- c(0, 1, 1, 1, 1) lower_bound <- c(0, -1, 0.5, 1, 0) upper_bound <- c(3, 2, 2, 5, 2) i <- c(1, 2, 4) s <- start s[-i] <- log(s[-i]) lb <- lower_bound lb[-i] <- log(lb[-i]) ub <- upper_bound ub[-i] <- log(ub[-i]) object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) expect_true(inherits(object, "logistic5")) expect_equal(object$x, x) expect_equal(object$y, y) expect_equal(object$w, w) expect_equal(object$n, n) expect_equal(object$m, m) expect_equal(object$stats, stats) expect_false(object$constrained) expect_equal(object$max_iter, max_iter) expect_null(object$start) expect_null(object$lower_bound) expect_null(object$upper_bound) object <- logistic5_new(x, y, w, start, max_iter, lower_bound, upper_bound) expect_true(inherits(object, "logistic5")) expect_equal(object$x, x) expect_equal(object$y, y) expect_equal(object$w, w) expect_equal(object$n, n) expect_equal(object$m, m) expect_equal(object$stats, stats) expect_true(object$constrained) expect_equal(object$max_iter, max_iter) expect_equal(object$start, s) expect_equal(object$lower_bound, lb) expect_equal(object$upper_bound, ub) w <- ltd$D$w stats <- ltd$stats_2 object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) expect_true(inherits(object, "logistic5")) expect_equal(object$x, x) expect_equal(object$y, y) expect_equal(object$w, w) expect_equal(object$n, n) expect_equal(object$m, m) expect_equal(object$stats, stats) expect_false(object$constrained) expect_equal(object$max_iter, max_iter) expect_null(object$start) expect_null(object$lower_bound) expect_null(object$upper_bound) object <- logistic5_new(x, y, w, start, max_iter, lower_bound, upper_bound) expect_true(inherits(object, "logistic5")) expect_equal(object$x, x) expect_equal(object$y, y) expect_equal(object$w, w) expect_equal(object$n, n) expect_equal(object$m, m) expect_equal(object$stats, stats) expect_true(object$constrained) expect_equal(object$max_iter, max_iter) expect_equal(object$start, s) expect_equal(object$lower_bound, lb) expect_equal(object$upper_bound, ub) }) test_that("Constructor: errors", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w max_iter <- 10000 expect_error( logistic5_new(x, y, w, c(0, 1, 1, 1), max_iter, NULL, NULL), "'start' must be of length 5" ) expect_error( logistic5_new(x, y, w, c(0, 1, 1, 1, 1, 1), max_iter, NULL, NULL), "'start' must be of length 5" ) expect_error( logistic5_new(x, y, w, c(0, 1, 0, 1, 1), max_iter, NULL, NULL), "parameter 'eta' cannot be negative nor zero" ) expect_error( logistic5_new(x, y, w, c(0, 1, -1, 1, 1), max_iter, NULL, NULL), "parameter 'eta' cannot be negative nor zero" ) expect_error( logistic5_new(x, y, w, c(0, 1, 1, 1, 0), max_iter, NULL, NULL), "parameter 'nu' cannot be negative nor zero" ) expect_error( logistic5_new(x, y, w, c(0, 1, 1, 1, -1), max_iter, NULL, NULL), "parameter 'nu' cannot be negative nor zero" ) expect_error( logistic5_new(x, y, w, NULL, max_iter, rep(-Inf, 4), rep(Inf, 4)), "'lower_bound' must be of length 5" ) expect_error( logistic5_new(x, y, w, NULL, max_iter, rep(-Inf, 4), rep(Inf, 5)), "'lower_bound' must be of length 5" ) expect_error( logistic5_new(x, y, w, NULL, max_iter, rep(-Inf, 5), rep(Inf, 4)), "'upper_bound' must be of length 5" ) expect_error( logistic5_new( x, y, w, NULL, max_iter, rep(-Inf, 5), c(1, 1, 0, rep(Inf, 2)) ), "'upper_bound[3]' cannot be negative nor zero", fixed = TRUE ) expect_error( logistic5_new( x, y, w, NULL, max_iter, rep(-Inf, 5), c(1, 1, -1, rep(Inf, 2)) ), "'upper_bound[3]' cannot be negative nor zero", fixed = TRUE ) expect_error( logistic5_new( x, y, w, NULL, max_iter, rep(-Inf, 5), c(1, Inf, Inf, Inf, 0) ), "'upper_bound[5]' cannot be negative nor zero", fixed = TRUE ) expect_error( logistic5_new( x, y, w, NULL, max_iter, rep(-Inf, 5), c(1, Inf, Inf, Inf, -1) ), "'upper_bound[5]' cannot be negative nor zero", fixed = TRUE ) }) test_that("Function value", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_value <- c( 0.89592655200971904, 0.76754077923524783, 0.52273910133119623, 0.46897250433869709, 0.41668052654570241, 0.36868345260545831, 0.20314034715510961, 0.20002130176571238 ) value <- logistic5_fn(x, theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) object <- structure(list(stats = ltd$stats_1), class = "logistic5") value <- fn(object, object$stats[, 1], theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) object <- structure(list(stats = ltd$stats_1), class = "logistic5_fit") value <- fn(object, object$stats[, 1], theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) }) test_that("Gradient (1)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0.0058192114146870848, 0.18922745823536025, 0.53894414095543395, 0.61575356523043272, 0.69045639064899656, 0.75902363913505955, 0.99551378977841484, 0.99996956890612517, # eta 0.19551888241005318, 1.6603112415134353, 0.26768140111065558, -0.26760236333036131, -0.75871970291177206, -1.1260805664253117, -0.16843930399577669, -0.0022152825102922767, # phi 0.00020366550251047206, 0.0063858124673593664, 0.013384070055532779, 0.013380118166518065, 0.012645328381862868, 0.011260805664253117, 0.00031192463702921610, 2.1300793368194968e-06, # nu -0.0094638568971289273, -0.078330357608578664, -0.049680307215175553, -0.037603846999036000, -0.026284720101306670, -0.016943897050071443, -7.0230492788902968e-06, -3.2411144051098717e-10 ), nrow = m, ncol = 5 ) G <- logistic5_gradient(x, theta) expect_type(G, "double") expect_length(G, m * 5) expect_equal(G, true_gradient) }) test_that("Hessian (1)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, eta) rep(0, m), # (alpha, phi) rep(0, m), # (alpha, nu) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, eta) -0.27931268915721883, -2.3718732021620504, -0.38240200158665083, 0.38228909047194473, 1.0838852898739601, 1.6086865234647310, 0.24062757713682385, 0.0031646893004175382, # (delta, phi) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (delta, nu) 0.013519795567327039, 0.11190051086939809, 0.070971867450250790, 0.053719781427194286, 0.037549600144723814, 0.024205567214387776, 0.000010032927541271853, 4.6301634358712452e-10, # (eta, alpha) rep(0, m), # (eta, delta) -0.27931268915721883, -2.3718732021620504, -0.38240200158665083, 0.38228909047194473, 1.0838852898739601, 1.6086865234647310, 0.24062757713682385, 0.0031646893004175382, # (eta, eta) -9.3839529461948296, -19.265464315212061, -0.034428549758698295, 0.036783914201004759, 0.97918107400545410, 4.1009075867378045, 8.9735810390337902, 0.23036834838777607, # (eta, phi) -0.0077382959605148935, -0.010239815000298878, 0.13211927306739288, 0.13196198595513042, 0.11013359925187111, 0.071598980775153122, -0.013498496294585228, -0.00020020723392774356, # (eta, nu) 0.35649361742602426, 0.18140232815072252, -0.059715099250434786, 0.059723879246372504, 0.15724560477882744, 0.20275210992155360, 0.00075226156074727290, 6.7411418553929792e-08, # (phi, alpha) rep(0, m), # (phi, delta) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (phi, eta) -0.0077382959605148935, -0.010239815000298878, 0.13211927306739288, 0.13196198595513042, 0.11013359925187111, 0.071598980775153122, -0.013498496294585228, -0.00020020723392774356, # (phi, phi) -0.000010182240610020431, -0.00028499207566881747, -0.000086071374396745737, 0.000091959785502511897, 0.00027199474277929280, 0.00041009075867378045, 0.000030773597527550721, 2.1298848778455627e-07, # (phi, nu) 0.00037134751815210861, 0.00069770126211816355, -0.0029857549625217393, -0.0029861939623186252, -0.0026207600796471241, -0.0020275210992155360, -1.3930769643468017e-06, -6.4818671686470954e-11, # (nu, alpha) rep(0, m), # (nu, delta) 0.013519795567327039, 0.11190051086939809, 0.070971867450250790, 0.053719781427194286, 0.037549600144723814, 0.024205567214387776, 0.000010032927541271853, 4.6301634358712452e-10, # (nu, eta) 0.35649361742602426, 0.18140232815072252, -0.059715099250434786, 0.059723879246372504, 0.15724560477882744, 0.20275210992155360, 0.00075226156074727290, 6.7411418553929792e-08, # (nu, phi) 0.00037134751815210861, 0.00069770126211816355, -0.0029857549625217393, -0.0029861939623186252, -0.0026207600796471241, -0.0020275210992155360, -1.3930769643468017e-06, -6.4818671686470954e-11, # (nu, nu) -0.013032703617114021, 0.016616458649290703, 0.019396756685878632, 0.013555665569860318, 0.0083129571533303636, 0.0044703859385760703, 4.1875576766906138e-08, 1.3150470758856414e-14 ), dim = c(m, 5, 5) ) H <- logistic5_hessian(x, theta) expect_type(H, "double") expect_length(H, m * 5 * 5) expect_equal(H, true_hessian) }) test_that("Gradient and Hessian (1)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0.0058192114146870848, 0.18922745823536025, 0.53894414095543395, 0.61575356523043272, 0.69045639064899656, 0.75902363913505955, 0.99551378977841484, 0.99996956890612517, # eta 0.19551888241005318, 1.6603112415134353, 0.26768140111065558, -0.26760236333036131, -0.75871970291177206, -1.1260805664253117, -0.16843930399577669, -0.0022152825102922767, # phi 0.00020366550251047206, 0.0063858124673593664, 0.013384070055532779, 0.013380118166518065, 0.012645328381862868, 0.011260805664253117, 0.00031192463702921610, 2.1300793368194968e-06, # nu -0.0094638568971289273, -0.078330357608578664, -0.049680307215175553, -0.037603846999036000, -0.026284720101306670, -0.016943897050071443, -7.0230492788902968e-06, -3.2411144051098717e-10 ), nrow = m, ncol = 5 ) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, eta) rep(0, m), # (alpha, phi) rep(0, m), # (alpha, nu) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, eta) -0.27931268915721883, -2.3718732021620504, -0.38240200158665083, 0.38228909047194473, 1.0838852898739601, 1.6086865234647310, 0.24062757713682385, 0.0031646893004175382, # (delta, phi) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (delta, nu) 0.013519795567327039, 0.11190051086939809, 0.070971867450250790, 0.053719781427194286, 0.037549600144723814, 0.024205567214387776, 0.000010032927541271853, 4.6301634358712452e-10, # (eta, alpha) rep(0, m), # (eta, delta) -0.27931268915721883, -2.3718732021620504, -0.38240200158665083, 0.38228909047194473, 1.0838852898739601, 1.6086865234647310, 0.24062757713682385, 0.0031646893004175382, # (eta, eta) -9.3839529461948296, -19.265464315212061, -0.034428549758698295, 0.036783914201004759, 0.97918107400545410, 4.1009075867378045, 8.9735810390337902, 0.23036834838777607, # (eta, phi) -0.0077382959605148935, -0.010239815000298878, 0.13211927306739288, 0.13196198595513042, 0.11013359925187111, 0.071598980775153122, -0.013498496294585228, -0.00020020723392774356, # (eta, nu) 0.35649361742602426, 0.18140232815072252, -0.059715099250434786, 0.059723879246372504, 0.15724560477882744, 0.20275210992155360, 0.00075226156074727290, 6.7411418553929792e-08, # (phi, alpha) rep(0, m), # (phi, delta) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (phi, eta) -0.0077382959605148935, -0.010239815000298878, 0.13211927306739288, 0.13196198595513042, 0.11013359925187111, 0.071598980775153122, -0.013498496294585228, -0.00020020723392774356, # (phi, phi) -0.000010182240610020431, -0.00028499207566881747, -0.000086071374396745737, 0.000091959785502511897, 0.00027199474277929280, 0.00041009075867378045, 0.000030773597527550721, 2.1298848778455627e-07, # (phi, nu) 0.00037134751815210861, 0.00069770126211816355, -0.0029857549625217393, -0.0029861939623186252, -0.0026207600796471241, -0.0020275210992155360, -1.3930769643468017e-06, -6.4818671686470954e-11, # (nu, alpha) rep(0, m), # (nu, delta) 0.013519795567327039, 0.11190051086939809, 0.070971867450250790, 0.053719781427194286, 0.037549600144723814, 0.024205567214387776, 0.000010032927541271853, 4.6301634358712452e-10, # (nu, eta) 0.35649361742602426, 0.18140232815072252, -0.059715099250434786, 0.059723879246372504, 0.15724560477882744, 0.20275210992155360, 0.00075226156074727290, 6.7411418553929792e-08, # (nu, phi) 0.00037134751815210861, 0.00069770126211816355, -0.0029857549625217393, -0.0029861939623186252, -0.0026207600796471241, -0.0020275210992155360, -1.3930769643468017e-06, -6.4818671686470954e-11, # (nu, nu) -0.013032703617114021, 0.016616458649290703, 0.019396756685878632, 0.013555665569860318, 0.0083129571533303636, 0.0044703859385760703, 4.1875576766906138e-08, 1.3150470758856414e-14 ), dim = c(m, 5, 5) ) gh <- logistic5_gradient_hessian(x, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 5) expect_length(gh$H, m * 5 * 5) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) }) test_that("Gradient (2)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0.0058192114146870848, 0.18922745823536025, 0.53894414095543395, 0.61575356523043272, 0.69045639064899656, 0.75902363913505955, 0.99551378977841484, 0.99996956890612517, # log_eta 0.019551888241005318, 0.16603112415134353, 0.026768140111065558, -0.026760236333036131, -0.075871970291177206, -0.11260805664253117, -0.016843930399577669, -0.00022152825102922767, # phi 0.00020366550251047206, 0.0063858124673593664, 0.013384070055532779, 0.013380118166518065, 0.012645328381862868, 0.011260805664253117, 0.00031192463702921610, 2.1300793368194968e-06, # log_nu -0.018927713794257855, -0.15666071521715733, -0.099360614430351106, -0.075207693998072001, -0.052569440202613339, -0.033887794100142886, -0.000014046098557780594, -6.4822288102197433e-10 ), nrow = m, ncol = 5 ) G <- logistic5_gradient_2(x, theta) expect_type(G, "double") expect_length(G, m * 5) expect_equal(G, true_gradient) }) test_that("Hessian (2)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, log_eta) rep(0, m), # (alpha, phi) rep(0, m), # (alpha, log_nu) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, log_eta) -0.027931268915721883, -0.23718732021620504, -0.038240200158665083, 0.038228909047194473, 0.10838852898739601, 0.16086865234647310, 0.024062757713682385, 0.00031646893004175382, # (delta, phi) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (delta, log_nu) 0.027039591134654078, 0.22380102173879618, 0.14194373490050158, 0.10743956285438857, 0.075099200289447628, 0.048411134428775551, 0.000020065855082543705, 9.2603268717424905e-10, # (log_eta, alpha) rep(0, m), # (log_eta, delta) -0.027931268915721883, -0.23718732021620504, -0.038240200158665083, 0.038228909047194473, 0.10838852898739601, 0.16086865234647310, 0.024062757713682385, 0.00031646893004175382, # (log_eta, log_eta) -0.074287641220942978, -0.026623519000777082, 0.026423854613478575, -0.026392397191026083, -0.066080159551122665, -0.071598980775153122, 0.072891879990760233, 0.0020821552328485330, # (log_eta, phi) -0.00077382959605148935, -0.0010239815000298878, 0.013211927306739288, 0.013196198595513042, 0.011013359925187111, 0.0071598980775153122, -0.0013498496294585228, -0.000020020723392774356, # (log_eta, log_nu) 0.071298723485204852, 0.036280465630144505, -0.011943019850086957, 0.011944775849274501, 0.031449120955765489, 0.040550421984310720, 0.00015045231214945458, 1.3482283710785958e-08, # (phi, alpha) rep(0, m), # (phi, delta) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (phi, log_eta) -0.00077382959605148935, -0.0010239815000298878, 0.013211927306739288, 0.013196198595513042, 0.011013359925187111, 0.0071598980775153122, -0.0013498496294585228, -0.000020020723392774356, # (phi, phi) -0.000010182240610020431, -0.00028499207566881747, -0.000086071374396745737, 0.000091959785502511897, 0.00027199474277929280, 0.00041009075867378045, 0.000030773597527550721, 2.1298848778455627e-07, # (phi, log_nu) 0.00074269503630421721, 0.0013954025242363271, -0.0059715099250434786, -0.0059723879246372504, -0.0052415201592942481, -0.0040550421984310720, -2.7861539286936033e-06, -1.2963734337294191e-10, # (log_nu, alpha) rep(0, m), # (log_nu, delta) 0.027039591134654078, 0.22380102173879618, 0.14194373490050158, 0.10743956285438857, 0.075099200289447628, 0.048411134428775551, 0.000020065855082543705, 9.2603268717424905e-10, # (log_nu, log_eta) 0.071298723485204852, 0.036280465630144505, -0.011943019850086957, 0.011944775849274501, 0.031449120955765489, 0.040550421984310720, 0.00015045231214945458, 1.3482283710785958e-08, # (log_nu, phi) 0.00074269503630421721, 0.0013954025242363271, -0.0059715099250434786, -0.0059723879246372504, -0.0052415201592942481, -0.0040550421984310720, -2.7861539286936033e-06, -1.2963734337294191e-10, # (log_nu, log_nu) -0.071058528262713939, -0.090194880619994517, -0.021773587686836579, -0.020985031718630730, -0.019317611589291885, -0.016006250345838605, -0.000013878596250712969, -6.4817027913893891e-10 ), dim = c(m, 5, 5) ) H <- logistic5_hessian_2(x, theta) expect_type(H, "double") expect_length(H, m * 5 * 5) expect_equal(H, true_hessian) }) test_that("Gradient and Hessian (2)", { x <- ltd$stats_1[, 1] theta <- ltd$theta_5 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0.0058192114146870848, 0.18922745823536025, 0.53894414095543395, 0.61575356523043272, 0.69045639064899656, 0.75902363913505955, 0.99551378977841484, 0.99996956890612517, # log_eta 0.019551888241005318, 0.16603112415134353, 0.026768140111065558, -0.026760236333036131, -0.075871970291177206, -0.11260805664253117, -0.016843930399577669, -0.00022152825102922767, # phi 0.00020366550251047206, 0.0063858124673593664, 0.013384070055532779, 0.013380118166518065, 0.012645328381862868, 0.011260805664253117, 0.00031192463702921610, 2.1300793368194968e-06, # log_nu -0.018927713794257855, -0.15666071521715733, -0.099360614430351106, -0.075207693998072001, -0.052569440202613339, -0.033887794100142886, -0.000014046098557780594, -6.4822288102197433e-10 ), nrow = m, ncol = 5 ) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, log_eta) rep(0, m), # (alpha, phi) rep(0, m), # (alpha, log_nu) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, log_eta) -0.027931268915721883, -0.23718732021620504, -0.038240200158665083, 0.038228909047194473, 0.10838852898739601, 0.16086865234647310, 0.024062757713682385, 0.00031646893004175382, # (delta, phi) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (delta, log_nu) 0.027039591134654078, 0.22380102173879618, 0.14194373490050158, 0.10743956285438857, 0.075099200289447628, 0.048411134428775551, 0.000020065855082543705, 9.2603268717424905e-10, # (log_eta, alpha) rep(0, m), # (log_eta, delta) -0.027931268915721883, -0.23718732021620504, -0.038240200158665083, 0.038228909047194473, 0.10838852898739601, 0.16086865234647310, 0.024062757713682385, 0.00031646893004175382, # (log_eta, log_eta) -0.074287641220942978, -0.026623519000777082, 0.026423854613478575, -0.026392397191026083, -0.066080159551122665, -0.071598980775153122, 0.072891879990760233, 0.0020821552328485330, # (log_eta, phi) -0.00077382959605148935, -0.0010239815000298878, 0.013211927306739288, 0.013196198595513042, 0.011013359925187111, 0.0071598980775153122, -0.0013498496294585228, -0.000020020723392774356, # (log_eta, log_nu) 0.071298723485204852, 0.036280465630144505, -0.011943019850086957, 0.011944775849274501, 0.031449120955765489, 0.040550421984310720, 0.00015045231214945458, 1.3482283710785958e-08, # (phi, alpha) rep(0, m), # (phi, delta) -0.00029095071787210295, -0.0091225892390848092, -0.019120100079332541, -0.019114454523597236, -0.018064754831232668, -0.016086865234647310, -0.00044560662432745157, -3.0429704811707098e-06, # (phi, log_eta) -0.00077382959605148935, -0.0010239815000298878, 0.013211927306739288, 0.013196198595513042, 0.011013359925187111, 0.0071598980775153122, -0.0013498496294585228, -0.000020020723392774356, # (phi, phi) -0.000010182240610020431, -0.00028499207566881747, -0.000086071374396745737, 0.000091959785502511897, 0.00027199474277929280, 0.00041009075867378045, 0.000030773597527550721, 2.1298848778455627e-07, # (phi, log_nu) 0.00074269503630421721, 0.0013954025242363271, -0.0059715099250434786, -0.0059723879246372504, -0.0052415201592942481, -0.0040550421984310720, -2.7861539286936033e-06, -1.2963734337294191e-10, # (log_nu, alpha) rep(0, m), # (log_nu, delta) 0.027039591134654078, 0.22380102173879618, 0.14194373490050158, 0.10743956285438857, 0.075099200289447628, 0.048411134428775551, 0.000020065855082543705, 9.2603268717424905e-10, # (log_nu, log_eta) 0.071298723485204852, 0.036280465630144505, -0.011943019850086957, 0.011944775849274501, 0.031449120955765489, 0.040550421984310720, 0.00015045231214945458, 1.3482283710785958e-08, # (log_nu, phi) 0.00074269503630421721, 0.0013954025242363271, -0.0059715099250434786, -0.0059723879246372504, -0.0052415201592942481, -0.0040550421984310720, -2.7861539286936033e-06, -1.2963734337294191e-10, # (log_nu, log_nu) -0.071058528262713939, -0.090194880619994517, -0.021773587686836579, -0.020985031718630730, -0.019317611589291885, -0.016006250345838605, -0.000013878596250712969, -6.4817027913893891e-10 ), dim = c(m, 5, 5) ) gh <- logistic5_gradient_hessian_2(x, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 5) expect_length(gh$H, m * 5 * 5) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) object <- structure(list(stats = ltd$stats_1), class = "logistic5") gh <- gradient_hessian(object, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 5) expect_length(gh$H, m * 5 * 5) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) }) test_that("Value of the RSS", { theta <- ltd$theta_5 theta[c(3, 5)] <- log(theta[c(3, 5)]) true_value <- 0.15244617497377583 object <- structure( list(stats = ltd$stats_1, m = nrow(ltd$stats_1)), class = "logistic5" ) rss_fn <- rss(object) expect_type(rss_fn, "closure") value <- rss_fn(theta) expect_type(value, "double") expect_length(value, 1) expect_equal(value, true_value) known_param <- c(theta[1], NA, NA, theta[4], theta[5]) rss_fn <- rss_fixed(object, known_param) expect_type(rss_fn, "closure") value <- rss_fn(theta[c(2, 3)]) expect_type(value, "double") expect_length(value, 1) expect_equal(value, true_value) }) test_that("Gradient and Hessian of the RSS", { theta <- ltd$theta_5 theta[c(3, 5)] <- log(theta[c(3, 5)]) true_gradient <- c( 0.39429724107057858, 0.42797633159869274, -0.077947312409148747, -0.00023621212406917749, 0.038023700840970313 ) true_hessian <- matrix( c( # alpha 19, 9.9474325113277449, 0.12911101550078578, 0.14987981684998431, -1.2179414994405571, # delta 9.9474325113277449, 7.1933955859776619, -0.10749949187909019, 0.086711610373157204, -0.57056111883848218, # log_eta 0.12911101550078578, -0.10749949187909019, 0.097841672037622319, -0.0023309653544513332, -0.039845880993324202, # phi 0.14987981684998431, 0.086711610373157204, -0.0023309653544513332, 0.0020256988639591056, -0.012298547815014724, # log_nu -1.2179414994405571, -0.57056111883848218, -0.039845880993324202, -0.012298547815014724, 0.13270723470839286 ), nrow = 5, ncol = 5 ) object <- structure( list(stats = ltd$stats_1, m = nrow(ltd$stats_1)), class = "logistic5" ) rss_gh <- rss_gradient_hessian(object) expect_type(rss_gh, "closure") gh <- rss_gh(theta) expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, 5) expect_length(gh$H, 5 * 5) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) known_param <- c(theta[1], NA, NA, theta[4], theta[5]) rss_gh <- rss_gradient_hessian_fixed(object, known_param) expect_type(rss_gh, "closure") gh <- rss_gh(theta[c(2, 3)]) expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, 2) expect_length(gh$H, 2 * 2) expect_equal(gh$G, true_gradient[c(2, 3)]) expect_equal(gh$H, true_hessian[c(2, 3), c(2, 3)]) }) test_that("mle_asy", { x <- ltd$D$x y <- ltd$D$y w <- rep(1, length(y)) max_iter <- 10000 theta <- c( 0, 1, -0.13948206931816815, 3.2950883977695700, 2.1396800314205292 ) true_value <- c( 0.84948649909664558, -0.75695416061024096, -0.13948206931816815, 3.2950883977695700, 2.1396800314205292 ) object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) result <- mle_asy(object, theta) expect_type(result, "double") expect_length(result, 5) expect_equal(result, true_value) }) test_that("fit", { x <- ltd$D$x y <- ltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c(alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE) rss_value <- 0.050168602337768019 theta <- c( alpha = 0.84948649909664558, delta = -0.75695416061024096, eta = exp(-0.13948206931816815), phi = 3.29508839776957, nu = exp(2.1396800314205292) ) fitted_values <- rep( c( 0.84947145597244308, 0.83001285437491464, 0.62226246927410375, 0.50732524066346644, 0.33637480874558723, 0.14349972605987800, 0.092532338486404620, 0.092532338486404619 ), k ) residuals <- c( 0.0032285440275569165, -0.092371455972443084, 0.087528544027556916, -0.0025128543749146426, -0.052212854374914643, 0.054587145625085357, -0.066162469274103751, 0.082537530725896249, 0.037974759336533557, -0.021325240663466443, 0.027774759336533557, -0.067425240663466443, 0.018925191254412770, -0.023174808745587230, 0.013525191254412770, -0.0013997260598779998, -0.075732338486404620, 0.046067661513595380, 0.030167661513595381 ) object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) object <- logistic5_new(x, y, w, c(0, 1, 1, 1, 1), max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained: inequalities", { x <- ltd$D$x y <- ltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c(alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE) rss_value <- 0.050168602337768019 theta <- c( alpha = 0.84948649909664558, delta = -0.75695416061024096, eta = exp(-0.13948206931816815), phi = 3.29508839776957, nu = exp(2.1396800314205292) ) fitted_values <- rep( c( 0.84947145597244308, 0.83001285437491464, 0.62226246927410375, 0.50732524066346644, 0.33637480874558723, 0.14349972605987800, 0.092532338486404620, 0.092532338486404619 ), k ) residuals <- c( 0.0032285440275569165, -0.092371455972443084, 0.087528544027556916, -0.0025128543749146426, -0.052212854374914643, 0.054587145625085357, -0.066162469274103751, 0.082537530725896249, 0.037974759336533557, -0.021325240663466443, 0.027774759336533557, -0.067425240663466443, 0.018925191254412770, -0.023174808745587230, 0.013525191254412770, -0.0013997260598779998, -0.075732338486404620, 0.046067661513595380, 0.030167661513595381 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.5, -1, 0.05, -5, 3), c(1, -0.5, 5, 5, 12) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- logistic5_new( x, y, w, c(0.6, -0.6, 2, 2, 8), max_iter, c(0.5, -1, 0.05, -5, 3), c(1, -0.5, 5, 5, 12) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values outside the boundaries object <- logistic5_new( x, y, w, c(-2, 2, 7, -3, 4), max_iter, c(0.5, -1, 0.05, -5, 3), c(1, -0.5, 5, 5, 12) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained: equalities", { x <- ltd$D$x y <- ltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE ) rss_value <- 0.17215094563016538 theta <- c( alpha = 0.8, delta = -0.9, eta = exp(-1.5326708776200168), phi = 1.9358453966983796, nu = exp(0.18317813414869142) ) fitted_values <- rep( c( 0.79999999153278315, 0.79752371287734322, 0.63490156174551599, 0.50449794753818087, 0.33044038292270020, 0.15762370921429484, -0.099972054046131580, -0.099999999428701282 ), k ) residuals <- c( 0.052700008467216853, -0.042899991532783147, 0.13700000846721685, 0.029976287122656784, -0.019723712877343216, 0.087076287122656784, -0.078801561745515992, 0.069898438254484008, 0.040802052461819132, -0.018497947538180868, 0.030602052461819132, -0.064597947538180868, 0.024859617077299801, -0.017240382922700199, 0.019459617077299801, -0.015523709214294845, 0.11677205404613158, 0.23857205404613158, 0.22269999942870128 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.8, -0.9, rep(-Inf, 3)), c(0.8, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with same equalities object <- logistic5_new( x, y, w, c(0.8, -0.9, 1, 1, 1), max_iter, c(0.8, -0.9, rep(-Inf, 3)), c(0.8, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with different equalities object <- logistic5_new( x, y, w, c(0, 1, 1, 1, 1), max_iter, c(0.8, -0.9, rep(-Inf, 3)), c(0.8, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained: equalities and inequalities", { x <- ltd$D$x y <- ltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE ) rss_value <- 0.17215094563016538 theta <- c( alpha = 0.8, delta = -0.9, eta = exp(-1.5326708776200168), phi = 1.9358453966983796, nu = exp(0.18317813414869142) ) fitted_values <- rep( c( 0.79999999153278315, 0.79752371287734322, 0.63490156174551599, 0.50449794753818087, 0.33044038292270020, 0.15762370921429484, -0.099972054046131580, -0.099999999428701282 ), k ) residuals <- c( 0.052700008467216853, -0.042899991532783147, 0.13700000846721685, 0.029976287122656784, -0.019723712877343216, 0.087076287122656784, -0.078801561745515992, 0.069898438254484008, 0.040802052461819132, -0.018497947538180868, 0.030602052461819132, -0.064597947538180868, 0.024859617077299801, -0.017240382922700199, 0.019459617077299801, -0.015523709214294845, 0.11677205404613158, 0.23857205404613158, 0.22269999942870128 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.8, -0.9, 0.05, -3, 0.5), c(0.8, -0.9, 2, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- logistic5_new( x, y, w, c(0.8, -0.9, 0.5, 2, 1.5), max_iter, c(0.8, -0.9, 0.05, -3, 0.5), c(0.8, -0.9, 2, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values outside the boundaries object <- logistic5_new( x, y, w, c(0, 1, 8, -8, 4), max_iter, c(0.8, -0.9, 0.05, -3, 0.5), c(0.8, -0.9, 2, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit (weighted)", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c(alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE) rss_value <- 0.026367789609414469 theta <- c( alpha = 0.85062856577509035, delta = -0.76270201072171628, eta = exp(-1.2882638383496943), phi = -1.2804646174528685, nu = exp(-0.019767200884507061) ) fitted_values <- rep( c( 0.85062856577440989, 0.85038705397619911, 0.68988971453996974, 0.50866177107419315, 0.30821950267475678, 0.17833789292363378, 0.087927106108376473, 0.087926555053940805 ), k ) residuals <- c( 0.0020714342255901108, -0.093528565774409889, 0.086371434225590111, -0.022887053976199108, -0.072587053976199108, 0.034212946023800892, -0.13378971453996974, 0.014910285460030258, 0.036638228925806847, -0.022661771074193153, 0.026438228925806847, -0.068761771074193153, 0.047080497325243221, 0.0049804973252432212, 0.041680497325243221, -0.036237892923633776, -0.071127106108376473, 0.050672893891623527, 0.034773444946059195 ) object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) object <- logistic5_new(x, y, w, c(0, 1, 1, 1, 1), max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained (weighted): inequalities", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c(alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE) rss_value <- 0.026367789609414469 theta <- c( alpha = 0.85062856577509035, delta = -0.76270201072171628, eta = exp(-1.2882638383496943), phi = -1.2804646174528685, nu = exp(-0.019767200884507061) ) fitted_values <- rep( c( 0.85062856577440989, 0.85038705397619911, 0.68988971453996974, 0.50866177107419315, 0.30821950267475678, 0.17833789292363378, 0.087927106108376473, 0.087926555053940805 ), k ) residuals <- c( 0.0020714342255901108, -0.093528565774409889, 0.086371434225590111, -0.022887053976199108, -0.072587053976199108, 0.034212946023800892, -0.13378971453996974, 0.014910285460030258, 0.036638228925806847, -0.022661771074193153, 0.026438228925806847, -0.068761771074193153, 0.047080497325243221, 0.0049804973252432212, 0.041680497325243221, -0.036237892923633776, -0.071127106108376473, 0.050672893891623527, 0.034773444946059195 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.5, -1, 0.05, -3, 0.5), c(1, -0.5, 2, 3, 4) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- logistic5_new( x, y, w, c(0.6, -0.6, 0.5, 2, 3), max_iter, c(0.5, -1, 0.05, -3, 0.5), c(1, -0.5, 2, 3, 4) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values outside the boundaries object <- logistic5_new( x, y, w, c(2, -2, 7, -5, 7), max_iter, c(0.5, -1, 0.05, -3, 0.5), c(1, -0.5, 2, 3, 4) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 5) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained (weighted): equalities", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE ) rss_value <- 0.052161993061533667 theta <- c( alpha = 0.9, delta = -0.9, eta = exp(-0.70834912297949987), phi = 3.3026845129113375, nu = exp(1.6191105670237828) ) fitted_values <- rep( c( 0.89997253346668808, 0.87463833970460955, 0.63654713201903529, 0.51177369572845392, 0.33604579265372012, 0.13931961659096753, 9.2690269562236922e-11, 1.8770544051687683e-21 ), k ) residuals <- c( -0.047272533466688080, -0.14287253346668808, 0.037027466533311920, -0.047138339704609554, -0.096838339704609554, 0.0099616602953904463, -0.080447132019035287, 0.068252867980964713, 0.033526304271546084, -0.025773695728453916, 0.023326304271546084, -0.071873695728453916, 0.019254207346279876, -0.022845792653720124, 0.013854207346279876, 0.0027803834090324655, 0.016799999907309730, 0.13859999990730973, 0.1227 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.9, -0.9, rep(-Inf, 3)), c(0.9, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with same equalities object <- logistic5_new( x, y, w, c(0.9, -0.9, 1, 1, 1), max_iter, c(0.9, -0.9, rep(-Inf, 3)), c(0.9, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with different equalities object <- logistic5_new( x, y, w, c(0, 1, 1, 1, 1), max_iter, c(0.9, -0.9, rep(-Inf, 3)), c(0.9, -0.9, rep(Inf, 3)) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained (weighted): equalities and inequalities", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE ) rss_value <- 0.052161993061533667 theta <- c( alpha = 0.9, delta = -0.9, eta = exp(-0.70834912297949987), phi = 3.3026845129113375, nu = exp(1.6191105670237828) ) fitted_values <- rep( c( 0.89997253346668808, 0.87463833970460955, 0.63654713201903529, 0.51177369572845392, 0.33604579265372012, 0.13931961659096753, 9.2690269562236922e-11, 1.8770544051687683e-21 ), k ) residuals <- c( -0.047272533466688080, -0.14287253346668808, 0.037027466533311920, -0.047138339704609554, -0.096838339704609554, 0.0099616602953904463, -0.080447132019035287, 0.068252867980964713, 0.033526304271546084, -0.025773695728453916, 0.023326304271546084, -0.071873695728453916, 0.019254207346279876, -0.022845792653720124, 0.013854207346279876, 0.0027803834090324655, 0.016799999907309730, 0.13859999990730973, 0.1227 ) object <- logistic5_new( x, y, w, NULL, max_iter, c(0.9, -0.9, 0.05, -5, 2), c(0.9, -0.9, 3, 5, 7) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- logistic5_new( x, y, w, c(0.9, -0.9, 0.5, 2, 3), max_iter, c(0.9, -0.9, 0.05, -5, 2), c(0.9, -0.9, 3, 5, 7) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values outside the boundaries object <- logistic5_new( x, y, w, c(0, 1, 8, -8, 0.5), max_iter, c(0.9, -0.9, 0.05, -5, 2), c(0.9, -0.9, 3, 5, 7) ) result <- fit_constrained(object) expect_true(inherits(result, "logistic5_fit")) expect_true(inherits(result, "logistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$coefficients, theta, tolerance = 1.0e-6) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 3) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fisher_info", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w max_iter <- 10000 theta <- ltd$theta_5 names(theta) <- c("alpha", "delta", "eta", "phi", "nu") sigma <- ltd$sigma true_value <- matrix(c( # alpha 6206.96, 3355.2518181039595, 809.56316763805272, 52.581615187017823, -226.81180476705522, -3044.3650930891329, # delta 3355.2518181039595, 2379.6377719606501, -189.72541160361480, 29.695154858733559, -104.20785201427244, -6183.1689982196366, # eta 809.56316763805272, -189.72541160361480, 8275.1143459227209, -3.7929172793373654, -122.28116297367687, 15645.875128100754, # phi 52.581615187017823, 29.695154858733559, -3.7929172793373654, 0.72389494640083248, -2.2876753231090397, -1.8946819202146866, # nu -226.81180476705522, -104.20785201427244, -122.28116297367687, -2.2876753231090397, 9.9150478445799180, -380.37357037713062, # sigma -3044.3650930891329, -6183.1689982196366, 15645.875128100754, -1.8946819202146866, -380.37357037713062, 88937.679628153 ), nrow = 6, ncol = 6 ) rownames(true_value) <- colnames(true_value) <- c( "alpha", "delta", "eta", "phi", "nu", "sigma" ) object <- logistic5_new(x, y, w, NULL, max_iter, NULL, NULL) fim <- fisher_info(object, theta, sigma) expect_type(fim, "double") expect_length(fim, 6 * 6) expect_equal(fim, true_value) }) test_that("drda: 'lower_bound' argument errors", { x <- ltd$D$x y <- ltd$D$y expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = c("a", "b", "c", "d", "e") ), "'lower_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = matrix(-Inf, nrow = 5, ncol = 2), upper_bound = rep(Inf, 5) ), "'lower_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = rep(-Inf, 6), upper_bound = rep(Inf, 5) ), "'lower_bound' and 'upper_bound' must have the same length" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = c( 0, -Inf, -Inf, -Inf, -Inf), upper_bound = c(-1, Inf, Inf, Inf, Inf) ), "'lower_bound' cannot be larger than 'upper_bound'" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = c(Inf, -Inf, -Inf, -Inf, -Inf), upper_bound = c(Inf, Inf, Inf, Inf, Inf) ), "'lower_bound' cannot be equal to infinity" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = rep(-Inf, 6), upper_bound = rep(Inf, 6) ), "'lower_bound' must be of length 5" ) }) test_that("drda: 'upper_bound' argument errors", { x <- ltd$D$x y <- ltd$D$y expect_error( drda( y ~ x, mean_function = "logistic5", upper_bound = c("a", "b", "c", "d", "e") ), "'upper_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = rep(-Inf, 5), upper_bound = matrix(Inf, nrow = 5, ncol = 2) ), "'upper_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = c(-Inf, -Inf, -Inf, -Inf, -Inf), upper_bound = c(-Inf, Inf, Inf, Inf, Inf) ), "'upper_bound' cannot be equal to -infinity" ) expect_error( drda( y ~ x, mean_function = "logistic5", lower_bound = rep(-Inf, 6), upper_bound = rep(Inf, 6) ), "'lower_bound' must be of length 5" ) }) test_that("drda: 'start' argument errors", { x <- ltd$D$x y <- ltd$D$y expect_error( drda( y ~ x, mean_function = "logistic5", start = c("a", "b", "c", "d", "e") ), "'start' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(0, Inf, 1, 1, 1) ), "'start' must be finite" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(-Inf, 1, 1, 1, 1) ), "'start' must be finite" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(1, 1, 1, 1, 1, 1) ), "'start' must be of length 5" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(0, 1, -1, 1, 1) ), "parameter 'eta' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(0, 1, 0, 1, 1) ), "parameter 'eta' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(0, 1, 1, 1, -1) ), "parameter 'nu' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "logistic5", start = c(0, 1, 1, 1, 0) ), "parameter 'nu' cannot be negative nor zero" ) }) test_that("nauc: decreasing", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w result <- drda(y ~ x, weights = w, mean_function = "logistic5") expect_equal(nauc(result), 0.42753516878441386) expect_equal(nauc(result, xlim = c(-2, 2)), 0.40530818958835738) expect_equal(nauc(result, ylim = c(0.3, 0.7)), 0.40513264312426204) expect_equal(nauc(result, xlim = c(-15, -10), ylim = c(0.3, 0.7)), 1.0) expect_equal( nauc(result, xlim = c(1, 5), ylim = c(0.3, 0.7)), 0.019678613960950707 ) expect_equal(nauc(result, xlim = c(10, 15), ylim = c(0.3, 0.7)), 0.0) }) test_that("naac: decreasing", { x <- ltd$D$x y <- ltd$D$y w <- ltd$D$w result <- drda(y ~ x, weights = w, mean_function = "logistic5") expect_equal(naac(result), 1 - 0.42753516878441386) expect_equal(naac(result, xlim = c(-2, 2)), 1 - 0.40530818958835738) expect_equal(naac(result, ylim = c(0.3, 0.7)), 1 - 0.40513264312426204) expect_equal(naac(result, xlim = c(-15, -10), ylim = c(0.3, 0.7)), 0.0) expect_equal( naac(result, xlim = c(1, 5), ylim = c(0.3, 0.7)), 1 - 0.019678613960950707 ) expect_equal(naac(result, xlim = c(10, 15), ylim = c(0.3, 0.7)), 1.0) }) test_that("nauc: increasing", { x <- ltd$D$x y <- rev(ltd$D$y) w <- ltd$D$w result <- drda(y ~ x, weights = w, mean_function = "logistic5") expect_equal(nauc(result), 0.65302073661956755) expect_equal(nauc(result, xlim = c(-2, 2)), 0.65733232476226312) expect_equal(nauc(result, ylim = c(0.3, 0.7)), 0.74700167012689969) expect_equal(nauc(result, xlim = c(-25, -18), ylim = c(0.3, 0.7)), 0.0) expect_equal( nauc(result, xlim = c(-5, -1), ylim = c(0.3, 0.7)), 0.62649140813097456 ) expect_equal(nauc(result, xlim = c(9, 12), ylim = c(0.3, 0.7)), 1.0) }) test_that("naac: increasing", { x <- ltd$D$x y <- rev(ltd$D$y) w <- ltd$D$w result <- drda(y ~ x, weights = w, mean_function = "logistic5") expect_equal(naac(result), 1 - 0.65302073661956755) expect_equal(naac(result, xlim = c(-2, 2)), 1 - 0.65733232476226312) expect_equal(naac(result, ylim = c(0.3, 0.7)), 1 - 0.74700167012689969) expect_equal(naac(result, xlim = c(-25, -18), ylim = c(0.3, 0.7)), 1.0) expect_equal( naac(result, xlim = c(-5, -1), ylim = c(0.3, 0.7)), 1 - 0.62649140813097456 ) expect_equal(naac(result, xlim = c(9, 12), ylim = c(0.3, 0.7)), 0.0) })