test_that("Constructor", { x <- lltd$D$x y <- lltd$D$y m <- length(unique(x)) n <- length(y) w <- rep(1, n) max_iter <- 10000 stats <- lltd$stats_1 start <- c(0, 1, 1, 1, 1, 1) lower_bound <- c(0, -1, 0.5, 1, 0, 0.5) upper_bound <- c(3, 2, 2, 5, 2, 1) object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) expect_true(inherits(object, "loglogistic6")) expect_equal(object$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 <- loglogistic6_new(x, y, w, start, max_iter, lower_bound, upper_bound) i <- c(1, 2) expect_true(inherits(object, "loglogistic6")) 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$start, c(start[i], log(start[-i]))) expect_equal(object$lower_bound, c(lower_bound[i], log(lower_bound[-i]))) expect_equal(object$upper_bound, c(upper_bound[i], log(upper_bound[-i]))) w <- lltd$D$w stats <- lltd$stats_2 object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) expect_true(inherits(object, "loglogistic6")) 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$upper_bound) object <- loglogistic6_new(x, y, w, start, max_iter, lower_bound, upper_bound) expect_true(inherits(object, "loglogistic6")) expect_equal(object$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, c(start[i], log(start[-i]))) expect_equal(object$lower_bound, c(lower_bound[i], log(lower_bound[-i]))) expect_equal(object$upper_bound, c(upper_bound[i], log(upper_bound[-i]))) }) test_that("Constructor: errors", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w max_iter <- 10000 expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, 1), max_iter, NULL, NULL), "'start' must be of length 6" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, 1, 1, 1), max_iter, NULL, NULL), "'start' must be of length 6" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 0, 1, 1, 1), max_iter, NULL, NULL), "parameter 'eta' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, -1, 1, 1, 1), max_iter, NULL, NULL), "parameter 'eta' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 0, 1, 1), max_iter, NULL, NULL), "parameter 'phi' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, -1, 1, 1), max_iter, NULL, NULL), "parameter 'phi' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, 0, 1), max_iter, NULL, NULL), "parameter 'nu' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, -1, 1), max_iter, NULL, NULL), "parameter 'nu' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, 1, 0), max_iter, NULL, NULL), "parameter 'xi' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, c(0, 1, 1, 1, 1, -1), max_iter, NULL, NULL), "parameter 'xi' cannot be negative nor zero" ) expect_error( loglogistic6_new(x, y, w, NULL, max_iter, rep(-Inf, 5), rep(Inf, 5)), "'lower_bound' must be of length 6" ) expect_error( loglogistic6_new(x, y, w, NULL, max_iter, rep(-Inf, 5), rep(Inf, 6)), "'lower_bound' must be of length 6" ) expect_error( loglogistic6_new(x, y, w, NULL, max_iter, rep(-Inf, 6), rep(Inf, 5)), "'upper_bound' must be of length 6" ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, 1, 0, rep(Inf, 3)) ), "'upper_bound[3]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, 1, -1, rep(Inf, 3)) ), "'upper_bound[3]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, 1, Inf, 0, Inf, Inf) ), "'upper_bound[4]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, 1, Inf, -1, Inf, Inf) ), "'upper_bound[4]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, Inf, Inf, Inf, 0, Inf) ), "'upper_bound[5]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, Inf, Inf, Inf, -1, Inf) ), "'upper_bound[5]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, rep(Inf, 4), 0) ), "'upper_bound[6]' cannot be negative nor zero", fixed = TRUE ) expect_error( loglogistic6_new( x, y, w, NULL, max_iter, rep(-Inf, 6), c(1, rep(Inf, 4), -1) ), "'upper_bound[6]' cannot be negative nor zero", fixed = TRUE ) }) test_that("Function value", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_value <- c( 0.8, 0.18521184704873563, 0.092893218813452476, 0.065959193177705752, 0.055218021012035280, 0.049970700263641732, 0.040265592016188420, 0.040165327459277954 ) value <- loglogistic6_fn(x, theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) object <- structure(list(stats = lltd$stats_1), class = "loglogistic6") value <- fn(object, object$stats[, 1], theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) object <- structure(list(stats = lltd$stats_1), class = "loglogistic6_fit") value <- fn(object, object$stats[, 1], theta) expect_type(value, "double") expect_length(value, m) expect_equal(value, true_value) }) test_that("Gradient (1)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0, 0.61478815295126437, 0.70710678118654752, 0.73404080682229425, 0.74478197898796472, 0.75002929973635827, 0.75973440798381158, 0.75983467254072205, # eta 0, 0, -0.030633066983392100, -0.026013750024478273, -0.019855520341052468, -0.015280070764963223, -0.00039606856104051224, -6.2960660335592149e-06, # phi 0, 0.087826878993037766, 0.044194173824159220, 0.023678735703944976, 0.014322730365153168, 0.0094940417688146616, 0.00010124392430487894, 1.0131074934809975e-06, # nu 0, -0.052813436898417783, -0.050217590510744394, -0.050819955866517416, -0.051284379953673178, -0.051561660317557922, -0.052165854044333260, -0.052172731788759549, # xi 0, 0.021956719748259442, 0.044194173824159220, 0.053277155333876195, 0.057290921460612671, 0.059337761055091635, 0.063277452690549339, 0.063319218342562343 ), nrow = m, ncol = 6 ) G <- loglogistic6_gradient(x, theta) expect_type(G, "double") expect_length(G, m * 6) expect_equal(G, true_gradient) }) test_that("Hessian (1)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 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), # (alpha, xi) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, eta) 0, 0, 0.030633066983392100, 0.026013750024478273, 0.019855520341052468, 0.015280070764963223, 0.00039606856104051224, 6.2960660335592149e-06, # (delta, phi) 0, -0.087826878993037766, -0.044194173824159220, -0.023678735703944976, -0.014322730365153168, -0.0094940417688146616, -0.00010124392430487894, -1.0131074934809975e-06, # (delta, nu) 0, 0.052813436898417783, 0.050217590510744394, 0.050819955866517416, 0.051284379953673178, 0.051561660317557922, 0.052165854044333260, 0.052172731788759549, # (delta, xi) 0, -0.021956719748259442, -0.044194173824159220, -0.053277155333876195, -0.057290921460612671, -0.059337761055091635, -0.063277452690549339, -0.063319218342562343, # (eta, alpha) rep(0, m), # (eta, delta) 0, 0, 0.030633066983392100, 0.026013750024478273, 0.019855520341052468, 0.015280070764963223, 0.00039606856104051224, 6.2960660335592149e-06, # (eta, eta) 0, 0, 0.014597841507866501, 0.023969505217162465, 0.024878903973796331, 0.023035848915718639, 0.0015483969202501701, 0.000039127322111196110, # (eta, phi) 0, 0.043913439496518883, 0.0010368533609975416, -0.0099786160395254187, -0.010784970510297762, -0.0095659567941658146, -0.00034518269393002339, -5.7894703132690180e-06, # (eta, nu) 0, 0, -0.00026094464335276508, -0.00096186058064673394, -0.00098537935388951183, -0.00085702810352105560, -0.000027142584296135141, -4.3230007496653412e-07, # (eta, xi) 0, 0, 0.0095728334323100312, 0.0094404737992058250, 0.0076367385927124878, 0.0060443317899379837, 0.00016494059878086364, 2.6233468561331068e-06, # (phi, alpha) rep(0, m), # (phi, delta) 0, -0.087826878993037766, -0.044194173824159220, -0.023678735703944976, -0.014322730365153168, -0.0094940417688146616, -0.00010124392430487894, -1.0131074934809975e-06, # (phi, eta) 0, 0.043913439496518883, 0.0010368533609975416, -0.0099786160395254187, -0.010784970510297762, -0.0095659567941658146, -0.00034518269393002339, -5.7894703132690180e-06, # (phi, phi) 0, -0.018820045498508093, 0.0082864075920298538, 0.0080202169319813628, 0.0057841795705426254, 0.0041461321648620991, 0.000050554502181554024, 5.0654699272656362e-07, # (phi, nu) 0, -0.0050019202992314262, 0.00037646354291157338, 0.00087552323105072386, 0.00071080095362538481, 0.00053250150061700330, 6.9382476172745710e-06, 6.9561920578111675e-08, # (phi, xi) 0, -0.015683371248756744, -0.013810679320049756, -0.0085930895699800315, -0.0055087424481358337, -0.0037555544971576984, -0.000042162481803404410, -4.2212587094577058e-07, # (nu, alpha) rep(0, m), # (nu, delta) 0, 0.052813436898417783, 0.050217590510744394, 0.050819955866517416, 0.051284379953673178, 0.051561660317557922, 0.052165854044333260, 0.052172731788759549, # (nu, eta) 0, 0, -0.00026094464335276508, -0.00096186058064673394, -0.00098537935388951183, -0.00085702810352105560, -0.000027142584296135141, -4.3230007496653412e-07, # (nu, phi) 0, -0.0050019202992314262, 0.00037646354291157338, 0.00087552323105072386, 0.00071080095362538481, 0.00053250150061700330, 6.9382476172745710e-06, 6.9561920578111675e-08, # (nu, nu) 0, 0.018733100695205814, 0.020851888481470548, 0.021700594857954726, 0.022041978298575419, 0.022206117780312320, 0.022501045166927927, 0.022504015626713413, # (nu, xi) 0, -0.0067396600118727170, -0.010672079913128232, -0.011349361563604920, -0.011479526550651628, -0.011506305884916638, -0.011482958411840728, -0.011482184549508606, # (xi, alpha) rep(0, m), # (xi, delta) 0, -0.021956719748259442, -0.044194173824159220, -0.053277155333876195, -0.057290921460612671, -0.059337761055091635, -0.063277452690549339, -0.063319218342562343, # (xi, eta) 0, 0, 0.0095728334323100312, 0.0094404737992058250, 0.0076367385927124878, 0.0060443317899379837, 0.00016494059878086364, 2.6233468561331068e-06, # (xi, phi) 0, -0.015683371248756744, -0.013810679320049756, -0.0085930895699800315, -0.0055087424481358337, -0.0037555544971576984, -0.000042162481803404410, -4.2212587094577058e-07, # (xi, nu) 0, -0.0067396600118727170, -0.010672079913128232, -0.011349361563604920, -0.011479526550651628, -0.011506305884916638, -0.011482958411840728, -0.011482184549508606, # (xi, xi) 0, -0.0039208428121891860, -0.013810679320049756, -0.019334451532455071, -0.022034969792543335, -0.023472215607235615, -0.026351551127127756, -0.026382866934110661 ), dim = c(m, 6, 6) ) H <- loglogistic6_hessian(x, theta) expect_type(H, "double") expect_length(H, m * 6 * 6) expect_equal(H, true_hessian) }) test_that("Gradient and Hessian (1)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0, 0.61478815295126437, 0.70710678118654752, 0.73404080682229425, 0.74478197898796472, 0.75002929973635827, 0.75973440798381158, 0.75983467254072205, # eta 0, 0, -0.030633066983392100, -0.026013750024478273, -0.019855520341052468, -0.015280070764963223, -0.00039606856104051224, -6.2960660335592149e-06, # phi 0, 0.087826878993037766, 0.044194173824159220, 0.023678735703944976, 0.014322730365153168, 0.0094940417688146616, 0.00010124392430487894, 1.0131074934809975e-06, # nu 0, -0.052813436898417783, -0.050217590510744394, -0.050819955866517416, -0.051284379953673178, -0.051561660317557922, -0.052165854044333260, -0.052172731788759549, # xi 0, 0.021956719748259442, 0.044194173824159220, 0.053277155333876195, 0.057290921460612671, 0.059337761055091635, 0.063277452690549339, 0.063319218342562343 ), nrow = m, ncol = 6 ) 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), # (alpha, xi) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, eta) 0, 0, 0.030633066983392100, 0.026013750024478273, 0.019855520341052468, 0.015280070764963223, 0.00039606856104051224, 6.2960660335592149e-06, # (delta, phi) 0, -0.087826878993037766, -0.044194173824159220, -0.023678735703944976, -0.014322730365153168, -0.0094940417688146616, -0.00010124392430487894, -1.0131074934809975e-06, # (delta, nu) 0, 0.052813436898417783, 0.050217590510744394, 0.050819955866517416, 0.051284379953673178, 0.051561660317557922, 0.052165854044333260, 0.052172731788759549, # (delta, xi) 0, -0.021956719748259442, -0.044194173824159220, -0.053277155333876195, -0.057290921460612671, -0.059337761055091635, -0.063277452690549339, -0.063319218342562343, # (eta, alpha) rep(0, m), # (eta, delta) 0, 0, 0.030633066983392100, 0.026013750024478273, 0.019855520341052468, 0.015280070764963223, 0.00039606856104051224, 6.2960660335592149e-06, # (eta, eta) 0, 0, 0.014597841507866501, 0.023969505217162465, 0.024878903973796331, 0.023035848915718639, 0.0015483969202501701, 0.000039127322111196110, # (eta, phi) 0, 0.043913439496518883, 0.0010368533609975416, -0.0099786160395254187, -0.010784970510297762, -0.0095659567941658146, -0.00034518269393002339, -5.7894703132690180e-06, # (eta, nu) 0, 0, -0.00026094464335276508, -0.00096186058064673394, -0.00098537935388951183, -0.00085702810352105560, -0.000027142584296135141, -4.3230007496653412e-07, # (eta, xi) 0, 0, 0.0095728334323100312, 0.0094404737992058250, 0.0076367385927124878, 0.0060443317899379837, 0.00016494059878086364, 2.6233468561331068e-06, # (phi, alpha) rep(0, m), # (phi, delta) 0, -0.087826878993037766, -0.044194173824159220, -0.023678735703944976, -0.014322730365153168, -0.0094940417688146616, -0.00010124392430487894, -1.0131074934809975e-06, # (phi, eta) 0, 0.043913439496518883, 0.0010368533609975416, -0.0099786160395254187, -0.010784970510297762, -0.0095659567941658146, -0.00034518269393002339, -5.7894703132690180e-06, # (phi, phi) 0, -0.018820045498508093, 0.0082864075920298538, 0.0080202169319813628, 0.0057841795705426254, 0.0041461321648620991, 0.000050554502181554024, 5.0654699272656362e-07, # (phi, nu) 0, -0.0050019202992314262, 0.00037646354291157338, 0.00087552323105072386, 0.00071080095362538481, 0.00053250150061700330, 6.9382476172745710e-06, 6.9561920578111675e-08, # (phi, xi) 0, -0.015683371248756744, -0.013810679320049756, -0.0085930895699800315, -0.0055087424481358337, -0.0037555544971576984, -0.000042162481803404410, -4.2212587094577058e-07, # (nu, alpha) rep(0, m), # (nu, delta) 0, 0.052813436898417783, 0.050217590510744394, 0.050819955866517416, 0.051284379953673178, 0.051561660317557922, 0.052165854044333260, 0.052172731788759549, # (nu, eta) 0, 0, -0.00026094464335276508, -0.00096186058064673394, -0.00098537935388951183, -0.00085702810352105560, -0.000027142584296135141, -4.3230007496653412e-07, # (nu, phi) 0, -0.0050019202992314262, 0.00037646354291157338, 0.00087552323105072386, 0.00071080095362538481, 0.00053250150061700330, 6.9382476172745710e-06, 6.9561920578111675e-08, # (nu, nu) 0, 0.018733100695205814, 0.020851888481470548, 0.021700594857954726, 0.022041978298575419, 0.022206117780312320, 0.022501045166927927, 0.022504015626713413, # (nu, xi) 0, -0.0067396600118727170, -0.010672079913128232, -0.011349361563604920, -0.011479526550651628, -0.011506305884916638, -0.011482958411840728, -0.011482184549508606, # (xi, alpha) rep(0, m), # (xi, delta) 0, -0.021956719748259442, -0.044194173824159220, -0.053277155333876195, -0.057290921460612671, -0.059337761055091635, -0.063277452690549339, -0.063319218342562343, # (xi, eta) 0, 0, 0.0095728334323100312, 0.0094404737992058250, 0.0076367385927124878, 0.0060443317899379837, 0.00016494059878086364, 2.6233468561331068e-06, # (xi, phi) 0, -0.015683371248756744, -0.013810679320049756, -0.0085930895699800315, -0.0055087424481358337, -0.0037555544971576984, -0.000042162481803404410, -4.2212587094577058e-07, # (xi, nu) 0, -0.0067396600118727170, -0.010672079913128232, -0.011349361563604920, -0.011479526550651628, -0.011506305884916638, -0.011482958411840728, -0.011482184549508606, # (xi, xi) 0, -0.0039208428121891860, -0.013810679320049756, -0.019334451532455071, -0.022034969792543335, -0.023472215607235615, -0.026351551127127756, -0.026382866934110661 ), dim = c(m, 6, 6) ) gh <- loglogistic6_gradient_hessian(x, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 6) expect_length(gh$H, m * 6 * 6) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) }) test_that("Gradient (2)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0, 0.61478815295126437, 0.70710678118654752, 0.73404080682229425, 0.74478197898796472, 0.75002929973635827, 0.75973440798381158, 0.75983467254072205, # log_eta 0, 0, -0.061266133966784199, -0.052027500048956546, -0.039711040682104937, -0.030560141529926446, -0.00079213712208102448, -0.000012592132067118430, # log_phi 0, 0.17565375798607553, 0.088388347648318441, 0.047357471407889951, 0.028645460730306335, 0.018988083537629323, 0.00020248784860975788, 2.0262149869619950e-06, # log_nu 0, -0.21125374759367113, -0.20087036204297758, -0.20327982346606966, -0.20513751981469271, -0.20624664127023169, -0.20866341617733304, -0.20869092715503820, # log_xi 0, 0.065870159244778325, 0.13258252147247766, 0.15983146600162859, 0.17187276438183801, 0.17801328316527491, 0.18983235807164802, 0.18995765502768703 ), nrow = m, ncol = 6 ) G <- loglogistic6_gradient_2(x, theta) expect_type(G, "double") expect_length(G, m * 6) expect_equal(G, true_gradient) }) test_that("Hessian (2)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, log_eta) rep(0, m), # (alpha, log_phi) rep(0, m), # (alpha, log_nu) rep(0, m), # (alpha, log_xi) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, log_eta) 0, 0, 0.061266133966784199, 0.052027500048956546, 0.039711040682104937, 0.030560141529926446, 0.00079213712208102448, 0.000012592132067118430, # (delta, log_phi) 0, -0.17565375798607553, -0.088388347648318441, -0.047357471407889951, -0.028645460730306335, -0.018988083537629323, -0.00020248784860975788, -2.0262149869619950e-06, # (delta, log_nu) 0, 0.21125374759367113, 0.20087036204297758, 0.20327982346606966, 0.20513751981469271, 0.20624664127023169, 0.20866341617733304, 0.20869092715503820, # (delta, log_xi) 0, -0.065870159244778325, -0.13258252147247766, -0.15983146600162859, -0.17187276438183801, -0.17801328316527491, -0.18983235807164802, -0.18995765502768703, # (log_eta, alpha) rep(0, m), # (log_eta, delta) 0, 0, 0.061266133966784199, 0.052027500048956546, 0.039711040682104937, 0.030560141529926446, 0.00079213712208102448, 0.000012592132067118430, # (log_eta, log_eta) 0, 0, -0.0028747679353181964, 0.043850520819693315, 0.059804575213080389, 0.061583254132948111, 0.0054014505589196559, 0.00014391715637766601, # (log_eta, log_phi) 0, 0.17565375798607553, 0.0041474134439901663, -0.039914464158101675, -0.043139882041191050, -0.038263827176663258, -0.0013807307757200936, -0.000023157881253076072, # (log_eta, log_nu) 0, 0, -0.0020875571468221206, -0.0076948846451738715, -0.0078830348311160946, -0.0068562248281684448, -0.00021714067436908112, -3.4584005997322730e-06, # (log_eta, log_xi) 0, 0, 0.057437000593860187, 0.056642842795234950, 0.045820431556274927, 0.036265990739627902, 0.00098964359268518184, 0.000015740081136798641, # (log_phi, alpha) rep(0, m), # (log_phi, delta) 0, -0.17565375798607553, -0.088388347648318441, -0.047357471407889951, -0.028645460730306335, -0.018988083537629323, -0.00020248784860975788, -2.0262149869619950e-06, # (log_phi, log_eta) 0, 0.17565375798607553, 0.0041474134439901663, -0.039914464158101675, -0.043139882041191050, -0.038263827176663258, -0.0013807307757200936, -0.000023157881253076072, # (log_phi, log_phi) 0, 0.10037357599204316, 0.12153397801643786, 0.079438339135815403, 0.051782179012476837, 0.035572612197077719, 0.00040470585733597398, 4.0524029578682495e-06, # (log_phi, log_nu) 0, -0.040015362393851410, 0.0030117083432925871, 0.0070041858484057909, 0.0056864076290030784, 0.0042600120049360264, 0.000055505980938196568, 5.5649536462489340e-07, # (log_phi, log_xi) 0, -0.094100227492540464, -0.082864075920298538, -0.051558537419880189, -0.033052454688815002, -0.022533326982946191, -0.00025297489082042646, -2.5327552256746235e-06, # (log_nu, alpha) rep(0, m), # (log_nu, delta) 0, 0.21125374759367113, 0.20087036204297758, 0.20327982346606966, 0.20513751981469271, 0.20624664127023169, 0.20866341617733304, 0.20869092715503820, # (log_nu, log_eta) 0, 0, -0.0020875571468221206, -0.0076948846451738715, -0.0078830348311160946, -0.0068562248281684448, -0.00021714067436908112, -3.4584005997322730e-06, # (log_nu, log_phi) 0, -0.040015362393851410, 0.0030117083432925871, 0.0070041858484057909, 0.0056864076290030784, 0.0042600120049360264, 0.000055505980938196568, 5.5649536462489340e-07, # (log_nu, log_nu) 0, 0.088475863529621896, 0.13275985366055119, 0.14392969426120596, 0.14753413296251400, 0.14905124321476543, 0.15135330649351379, 0.15137332287237641, # (log_nu, log_xi) 0, -0.080875920142472603, -0.12806495895753878, -0.13619233876325904, -0.13775431860781954, -0.13807567061899966, -0.13779550094208873, -0.13778621459410327, # (log_xi, alpha) rep(0, m), # (log_xi, delta) 0, -0.065870159244778325, -0.13258252147247766, -0.15983146600162859, -0.17187276438183801, -0.17801328316527491, -0.18983235807164802, -0.18995765502768703, # (log_xi, log_eta) 0, 0, 0.057437000593860187, 0.056642842795234950, 0.045820431556274927, 0.036265990739627902, 0.00098964359268518184, 0.000015740081136798641, # (log_xi, log_phi) 0, -0.094100227492540464, -0.082864075920298538, -0.051558537419880189, -0.033052454688815002, -0.022533326982946191, -0.00025297489082042646, -2.5327552256746235e-06, # (log_xi, log_nu) 0, -0.080875920142472603, -0.12806495895753878, -0.13619233876325904, -0.13775431860781954, -0.13807567061899966, -0.13779550094208873, -0.13778621459410327, # (log_xi, log_xi) 0, 0.030582573935075651, 0.0082864075920298538, -0.014178597790467052, -0.026441963751052002, -0.033236657299845631, -0.047331602072501791, -0.047488147379308920 ), dim = c(m, 6, 6) ) H <- loglogistic6_hessian_2(x, theta) expect_type(H, "double") expect_length(H, m * 6 * 6) expect_equal(H, true_hessian) }) test_that("Gradient and Hessian (2)", { x <- lltd$stats_1[, 1] theta <- lltd$theta_6 m <- length(x) true_gradient <- matrix( c( # alpha rep(1, m), # delta 0, 0.61478815295126437, 0.70710678118654752, 0.73404080682229425, 0.74478197898796472, 0.75002929973635827, 0.75973440798381158, 0.75983467254072205, # log_eta 0, 0, -0.061266133966784199, -0.052027500048956546, -0.039711040682104937, -0.030560141529926446, -0.00079213712208102448, -0.000012592132067118430, # log_phi 0, 0.17565375798607553, 0.088388347648318441, 0.047357471407889951, 0.028645460730306335, 0.018988083537629323, 0.00020248784860975788, 2.0262149869619950e-06, # log_nu 0, -0.21125374759367113, -0.20087036204297758, -0.20327982346606966, -0.20513751981469271, -0.20624664127023169, -0.20866341617733304, -0.20869092715503820, # log_xi 0, 0.065870159244778325, 0.13258252147247766, 0.15983146600162859, 0.17187276438183801, 0.17801328316527491, 0.18983235807164802, 0.18995765502768703 ), nrow = m, ncol = 6 ) true_hessian <- array( c( # (alpha, alpha) rep(0, m), # (alpha, delta) rep(0, m), # (alpha, log_eta) rep(0, m), # (alpha, log_phi) rep(0, m), # (alpha, log_nu) rep(0, m), # (alpha, log_xi) rep(0, m), # (delta, alpha) rep(0, m), # (delta, delta) rep(0, m), # (delta, log_eta) 0, 0, 0.061266133966784199, 0.052027500048956546, 0.039711040682104937, 0.030560141529926446, 0.00079213712208102448, 0.000012592132067118430, # (delta, log_phi) 0, -0.17565375798607553, -0.088388347648318441, -0.047357471407889951, -0.028645460730306335, -0.018988083537629323, -0.00020248784860975788, -2.0262149869619950e-06, # (delta, log_nu) 0, 0.21125374759367113, 0.20087036204297758, 0.20327982346606966, 0.20513751981469271, 0.20624664127023169, 0.20866341617733304, 0.20869092715503820, # (delta, log_xi) 0, -0.065870159244778325, -0.13258252147247766, -0.15983146600162859, -0.17187276438183801, -0.17801328316527491, -0.18983235807164802, -0.18995765502768703, # (log_eta, alpha) rep(0, m), # (log_eta, delta) 0, 0, 0.061266133966784199, 0.052027500048956546, 0.039711040682104937, 0.030560141529926446, 0.00079213712208102448, 0.000012592132067118430, # (log_eta, log_eta) 0, 0, -0.0028747679353181964, 0.043850520819693315, 0.059804575213080389, 0.061583254132948111, 0.0054014505589196559, 0.00014391715637766601, # (log_eta, log_phi) 0, 0.17565375798607553, 0.0041474134439901663, -0.039914464158101675, -0.043139882041191050, -0.038263827176663258, -0.0013807307757200936, -0.000023157881253076072, # (log_eta, log_nu) 0, 0, -0.0020875571468221206, -0.0076948846451738715, -0.0078830348311160946, -0.0068562248281684448, -0.00021714067436908112, -3.4584005997322730e-06, # (log_eta, log_xi) 0, 0, 0.057437000593860187, 0.056642842795234950, 0.045820431556274927, 0.036265990739627902, 0.00098964359268518184, 0.000015740081136798641, # (log_phi, alpha) rep(0, m), # (log_phi, delta) 0, -0.17565375798607553, -0.088388347648318441, -0.047357471407889951, -0.028645460730306335, -0.018988083537629323, -0.00020248784860975788, -2.0262149869619950e-06, # (log_phi, log_eta) 0, 0.17565375798607553, 0.0041474134439901663, -0.039914464158101675, -0.043139882041191050, -0.038263827176663258, -0.0013807307757200936, -0.000023157881253076072, # (log_phi, log_phi) 0, 0.10037357599204316, 0.12153397801643786, 0.079438339135815403, 0.051782179012476837, 0.035572612197077719, 0.00040470585733597398, 4.0524029578682495e-06, # (log_phi, log_nu) 0, -0.040015362393851410, 0.0030117083432925871, 0.0070041858484057909, 0.0056864076290030784, 0.0042600120049360264, 0.000055505980938196568, 5.5649536462489340e-07, # (log_phi, log_xi) 0, -0.094100227492540464, -0.082864075920298538, -0.051558537419880189, -0.033052454688815002, -0.022533326982946191, -0.00025297489082042646, -2.5327552256746235e-06, # (log_nu, alpha) rep(0, m), # (log_nu, delta) 0, 0.21125374759367113, 0.20087036204297758, 0.20327982346606966, 0.20513751981469271, 0.20624664127023169, 0.20866341617733304, 0.20869092715503820, # (log_nu, log_eta) 0, 0, -0.0020875571468221206, -0.0076948846451738715, -0.0078830348311160946, -0.0068562248281684448, -0.00021714067436908112, -3.4584005997322730e-06, # (log_nu, log_phi) 0, -0.040015362393851410, 0.0030117083432925871, 0.0070041858484057909, 0.0056864076290030784, 0.0042600120049360264, 0.000055505980938196568, 5.5649536462489340e-07, # (log_nu, log_nu) 0, 0.088475863529621896, 0.13275985366055119, 0.14392969426120596, 0.14753413296251400, 0.14905124321476543, 0.15135330649351379, 0.15137332287237641, # (log_nu, log_xi) 0, -0.080875920142472603, -0.12806495895753878, -0.13619233876325904, -0.13775431860781954, -0.13807567061899966, -0.13779550094208873, -0.13778621459410327, # (log_xi, alpha) rep(0, m), # (log_xi, delta) 0, -0.065870159244778325, -0.13258252147247766, -0.15983146600162859, -0.17187276438183801, -0.17801328316527491, -0.18983235807164802, -0.18995765502768703, # (log_xi, log_eta) 0, 0, 0.057437000593860187, 0.056642842795234950, 0.045820431556274927, 0.036265990739627902, 0.00098964359268518184, 0.000015740081136798641, # (log_xi, log_phi) 0, -0.094100227492540464, -0.082864075920298538, -0.051558537419880189, -0.033052454688815002, -0.022533326982946191, -0.00025297489082042646, -2.5327552256746235e-06, # (log_xi, log_nu) 0, -0.080875920142472603, -0.12806495895753878, -0.13619233876325904, -0.13775431860781954, -0.13807567061899966, -0.13779550094208873, -0.13778621459410327, # (log_xi, log_xi) 0, 0.030582573935075651, 0.0082864075920298538, -0.014178597790467052, -0.026441963751052002, -0.033236657299845631, -0.047331602072501791, -0.047488147379308920 ), dim = c(m, 6, 6) ) gh <- loglogistic6_gradient_hessian_2(x, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 6) expect_length(gh$H, m * 6 * 6) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) object <- structure(list(stats = lltd$stats_1), class = "loglogistic6") gh <- gradient_hessian(object, theta) expect_type(gh, "list") expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, m * 6) expect_length(gh$H, m * 6 * 6) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) }) test_that("Value of the RSS", { theta <- lltd$theta_6 theta[3:6] <- log(theta[3:6]) true_value <- 2.8517831854811524 object <- structure( list(stats = lltd$stats_1, m = nrow(lltd$stats_1)), class = "loglogistic6" ) 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], NA) rss_fn <- rss_fixed(object, known_param) expect_type(rss_fn, "closure") value <- rss_fn(theta[c(2, 3, 6)]) expect_type(value, "double") expect_length(value, 1) expect_equal(value, true_value) }) test_that("Gradient and Hessian of the RSS", { theta <- lltd$theta_6 theta[3:6] <- log(theta[3:6]) true_gradient <- c( -6.0009199747246628, -4.0522246811859619, 0.19326331591384029, -0.54349897146732128, 1.2055648493511092, -0.74130668456282984 ) true_hessian <- matrix( c( # alpha 19, 11.458419973724663, -0.48193239808186501, 0.99849932252717809, -3.2962982209552613, 2.3653553321675766, # delta 11.458419973724663, 8.2475430534317714, -0.54553034548108759, 1.2100724872004481, -3.5647974500569246, 2.4699056900542093, # log_eta -0.48193239808186501, -0.54553034548108759, -0.10640462804110470, -0.25893162252936833, 0.12101531495410192, -0.27866626083924837, # log_phi 0.99849932252717809, 1.2100724872004481, -0.25893162252936833, -0.39071424549993905, -0.15025685364370334, 0.49787524455008154, # log_nu -3.2962982209552613, -3.5647974500569246, 0.12101531495410192, -0.15025685364370334, -0.048738529350026712, 0.19698523460411099, # log_xi 2.3653553321675766, 2.4699056900542093, -0.27866626083924837, 0.49787524455008154, 0.19698523460411099, 0.36853880023851156 ), nrow = 6, ncol = 6 ) object <- structure( list(stats = lltd$stats_1, m = nrow(lltd$stats_1)), class = "loglogistic6" ) rss_gh <- rss_gradient_hessian(object) expect_type(rss_gh, "closure") gh <- rss_gh(theta) expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, 6) expect_length(gh$H, 6 * 6) expect_equal(gh$G, true_gradient) expect_equal(gh$H, true_hessian) known_param <- c(theta[1], NA, NA, theta[4], theta[5], NA) rss_gh <- rss_gradient_hessian_fixed(object, known_param) expect_type(rss_gh, "closure") gh <- rss_gh(theta[c(2, 3, 6)]) expect_type(gh$G, "double") expect_type(gh$H, "double") expect_length(gh$G, 3) expect_length(gh$H, 3 * 3) expect_equal(gh$G, true_gradient[c(2, 3, 6)]) expect_equal(gh$H, true_hessian[c(2, 3, 6), c(2, 3, 6)]) }) test_that("mle_asy", { x <- lltd$D$x y <- lltd$D$y w <- rep(1, length(y)) max_iter <- 10000 theta <- c( 0, 1, 3.3501562135542870, 2.3530975491734142, 3.0041670187744469, 3.4109688853855420 ) true_value <- c( 0.86567490772243801, -0.91541486214812162, 3.3501562135542870, 2.3530975491734142, 3.0041670187744469, 3.4109688853855420 ) object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) result <- mle_asy(object, theta) expect_type(result, "double") expect_length(result, 6) expect_equal(result, true_value) }) test_that("fit", { x <- lltd$D$x y <- lltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 # loglogistic6 model is basically unidentifiable: many parameters are # associated with the same residual sum of squares # there is no point in testing the values of `result$coefficients` estimated <- c( alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.058276476180507351 fitted_values <- rep( c( 0.86567490772243801, 0.7901639477115967, 0.6645425346486514, 0.508922320838699, 0.329951365685670, 0.142289339645596, 0.092688548125015, 0.092688548125015 ), k ) residuals <- c( -0.01297490772243801, -0.10857490772243801, 0.07132509227756199, 0.0373360522884033, -0.0123639477115967, 0.0944360522884033, -0.1084425346486514, 0.0402574653513486, 0.036377679161301, -0.022922320838699, 0.026177679161301, -0.069022320838699, 0.025348634314330, -0.016751365685670, 0.019948634314330, -0.000189339645596, -0.075888548125015, 0.045911451874985, 0.030011451874985 ) object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) object <- loglogistic6_new(x, y, w, c(0, 1, 1, 1, 1, 1), max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$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 <- lltd$D$x y <- lltd$D$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, xi = TRUE ) rss_value <- 0.058276476180507351 fitted_values <- rep( c( 0.86567490772243801, 0.7901639477115967, 0.6645425346486514, 0.508922320838699, 0.329951365685670, 0.142289339645596, 0.092688548125015, 0.092688548125015 ), k ) residuals <- c( -0.01297490772243801, -0.10857490772243801, 0.07132509227756199, 0.0373360522884033, -0.0123639477115967, 0.0944360522884033, -0.1084425346486514, 0.0402574653513486, 0.036377679161301, -0.022922320838699, 0.026177679161301, -0.069022320838699, 0.025348634314330, -0.016751365685670, 0.019948634314330, -0.000189339645596, -0.075888548125015, 0.045911451874985, 0.030011451874985 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.5, -1, 25, 8, 15, 20), c(1, -0.5, 30, 12, 30, 40) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- loglogistic6_new( x, y, w, c(0.7, -0.6, 29, 11, 16, 38), max_iter, c(0.5, -1, 25, 8, 15, 20), c(1, -0.5, 30, 12, 30, 40) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(-2, 2, 1, 1, 1, 1), max_iter, c(0.5, -1, 25, 8, 15, 20), c(1, -0.5, 30, 12, 30, 40) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained: equalities", { x <- lltd$D$x y <- lltd$D$y n <- length(y) w <- rep(1, n) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.074747066165150929 fitted_values <- rep( c( 0.8, 0.77225113247950056, 0.6741844832087593, 0.5057443762603047, 0.317532596086360, 0.190181348756377, 0.088632229933508, 0.088631934629668 ), k ) residuals <- c( 0.0527, -0.0429, 0.1370, 0.05524886752049944, 0.00554886752049944, 0.11234886752049944, -0.1180844832087593, 0.0306155167912407, 0.0395556237396953, -0.0197443762603047, 0.0293556237396953, -0.0658443762603047, 0.037767403913640, -0.004332596086360, 0.032367403913640, -0.048081348756377, -0.071832229933508, 0.049967770066492, 0.034068065370332 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.8, -0.9, rep(-Inf, 4)), c(0.8, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(0.8, -0.9, 1, 1, 1, 1), max_iter, c(0.8, -0.9, rep(-Inf, 4)), c(0.8, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with different equalities object <- loglogistic6_new( x, y, w, c(0, 1, 1, 1, 1, 1), max_iter, c(0.8, -0.9, rep(-Inf, 4)), c(0.8, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- lltd$D$x y <- lltd$D$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, xi = TRUE ) rss_value <- 0.074747066165150929 fitted_values <- rep( c( 0.8, 0.77225113247950056, 0.6741844832087593, 0.5057443762603047, 0.317532596086360, 0.190181348756377, 0.088632229933508, 0.088631934629668 ), k ) residuals <- c( 0.0527, -0.0429, 0.1370, 0.05524886752049944, 0.00554886752049944, 0.11234886752049944, -0.1180844832087593, 0.0306155167912407, 0.0395556237396953, -0.0197443762603047, 0.0293556237396953, -0.0658443762603047, 0.037767403913640, -0.004332596086360, 0.032367403913640, -0.048081348756377, -0.071832229933508, 0.049967770066492, 0.034068065370332 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.8, -0.9, 4, 5, 2, 1), c(0.8, -0.9, 8, 10, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- loglogistic6_new( x, y, w, c(0.8, -0.9, 7, 9, 2.1, 1.2), max_iter, c(0.8, -0.9, 4, 5, 2, 1), c(0.8, -0.9, 8, 10, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(0, 1, 0.5, 0.5, 10, 5), max_iter, c(0.8, -0.9, 4, 5, 2, 1), c(0.8, -0.9, 8, 10, 3, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit (weighted)", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 # loglogistic6 model is basically unidentifiable: many parameters are # associated with the same residual sum of squares # there is no point in testing the values of `result$coefficients` estimated <- c( alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.022085036915158753 fitted_values <- rep( c( 0.90681779366690136, 0.82534227701819370, 0.68768283546185108, 0.51593867110192256, 0.31929217045238740, 0.14655690461413620, 0.093029886494351149, 0.093029886494351068 ), k ) residuals <- c( -0.054117793666901360, -0.14971779366690136, 0.030182206333098640, 0.0021577229818062970, -0.047542277018193703, 0.059257722981806297, -0.13158283546185108, 0.017117164538148918, 0.029361328898077444, -0.029938671101922556, 0.019161328898077444, -0.076038671101922556, 0.036007829547612596, -0.0060921704523874042, 0.030607829547612596, -0.0044569046141361993, -0.076229886494351149, 0.045570113505648851, 0.029670113505648932 ) object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) result <- fit(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) object <- loglogistic6_new( x, y, w, c(1, -1, 1, 1, 1, 1), max_iter, NULL, NULL ) result <- fit(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$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 <- lltd$D$x y <- lltd$D$y w <- lltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = TRUE, delta = TRUE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.022085036915158753 fitted_values <- rep( c( 0.90681779366690136, 0.82534227701819370, 0.68768283546185108, 0.51593867110192256, 0.31929217045238740, 0.14655690461413620, 0.093029886494351149, 0.093029886494351068 ), k ) residuals <- c( -0.054117793666901360, -0.14971779366690136, 0.030182206333098640, 0.0021577229818062970, -0.047542277018193703, 0.059257722981806297, -0.13158283546185108, 0.017117164538148918, 0.029361328898077444, -0.029938671101922556, 0.019161328898077444, -0.076038671101922556, 0.036007829547612596, -0.0060921704523874042, 0.030607829547612596, -0.0044569046141361993, -0.076229886494351149, 0.045570113505648851, 0.029670113505648932 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.5, -1, 10, 8, 5, 0), c(1, -0.5, 20, 10, 15, 2) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- loglogistic6_new( x, y, w, c(0.7, -0.6, 18, 8.5, 7, 1.8), max_iter, c(0.5, -1, 10, 8, 5, 0), c(1, -0.5, 20, 10, 15, 2) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(-2, -5, 0.5, 20, 0.1, 3), 10000, c(0.5, -1, 10, 8, 5, 0), c(1, -0.5, 20, 10, 15, 2) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 6) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fit_constrained (weighted): equalities", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.022165226781174076 fitted_values <- rep( c( 0.9, 0.82394807262993030, 0.68895716760665773, 0.51663843729538372, 0.31768368751798345, 0.14888199437111868, 0.092568060779228249, 0.092568060779225243 ), k ) residuals <- c( -0.0473, -0.1429, 0.037, 0.0035519273700696982, -0.046148072629930302, 0.060651927370069698, -0.13285716760665773, 0.015842832393342270, 0.028661562704616279, -0.030638437295383721, 0.018461562704616279, -0.076738437295383721, 0.037616312482016546, -0.0044836875179834541, 0.032216312482016546, -0.0067819943711186764, -0.075768060779228249, 0.046031939220771751, 0.030131939220774757 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.9, -0.9, rep(-Inf, 4)), c(0.9, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(0.9, -0.9, 1, 1, 1, 1), max_iter, c(0.9, -0.9, rep(-Inf, 4)), c(0.9, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values with different equalities object <- loglogistic6_new( x, y, w, c(0, 1, 1, 1, 1, 1), max_iter, c(0.9, -0.9, rep(-Inf, 4)), c(0.9, -0.9, rep(Inf, 4)) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_false(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- lltd$D$x y <- lltd$D$y w <- lltd$D$w n <- length(y) k <- as.numeric(table(x)) max_iter <- 10000 estimated <- c( alpha = FALSE, delta = FALSE, eta = TRUE, phi = TRUE, nu = TRUE, xi = TRUE ) rss_value <- 0.022165226781174076 fitted_values <- rep( c( 0.9, 0.82394807262993030, 0.68895716760665773, 0.51663843729538372, 0.31768368751798345, 0.14888199437111868, 0.092568060779228249, 0.092568060779225243 ), k ) residuals <- c( -0.0473, -0.1429, 0.037, 0.0035519273700696982, -0.046148072629930302, 0.060651927370069698, -0.13285716760665773, 0.015842832393342270, 0.028661562704616279, -0.030638437295383721, 0.018461562704616279, -0.076738437295383721, 0.037616312482016546, -0.0044836875179834541, 0.032216312482016546, -0.0067819943711186764, -0.075768060779228249, 0.046031939220771751, 0.030131939220774757 ) object <- loglogistic6_new( x, y, w, NULL, max_iter, c(0.9, -0.9, 5, 5, 7, 0), c(0.9, -0.9, 15, 10, 12, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) # initial values within the boundaries object <- loglogistic6_new( x, y, w, c(0.9, -0.9, 6, 7, 11, 0.5), max_iter, c(0.9, -0.9, 5, 5, 7, 0), c(0.9, -0.9, 15, 10, 12, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$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 <- loglogistic6_new( x, y, w, c(0, 1, 0.5, 0.5, 5, 6), max_iter, c(0.9, -0.9, 5, 5, 7, 0), c(0.9, -0.9, 15, 10, 12, 3) ) result <- fit_constrained(object) expect_true(inherits(result, "loglogistic6_fit")) expect_true(inherits(result, "loglogistic")) expect_true(result$converged) expect_true(result$constrained) expect_equal(result$estimated, estimated) expect_equal(result$rss, rss_value) expect_equal(result$df.residual, object$n - 4) expect_equal(result$fitted.values, fitted_values, tolerance = 1.0e-6) expect_equal(result$residuals, residuals, tolerance = 1.0e-6) expect_equal(result$weights, w) }) test_that("fisher_info", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w max_iter <- 10000 theta <- lltd$theta_6 names(theta) <- c("alpha", "delta", "eta", "phi", "nu", "xi") sigma <- lltd$sigma true_value <- matrix(c( # alpha 6206.96, 4033.6259327887426, -78.699146035632538, 198.77058917560704, -293.58875257662276, 269.87863134052620, 89181.461311549703, # delta 4033.6259327887426, 2878.4597528145919, -88.705348162354274, 244.00408263047195, -320.80516117638226, 282.55798267636782, 59530.094792948388, # eta -78.699146035632538, -88.705348162354274, -24.139034413674205, -33.757408298046454, 4.9250747626882528, -15.028191756557660, -1242.7147074919567, # phi 198.77058917560704, 244.00408263047195, -33.757408298046454, 21.182660748584033, -6.5834237992925952, 32.161335478721606, 4533.2517221704692, # nu -293.58875257662276, -320.80516117638226, 4.9250747626882528, -6.5834237992925952, -29.341061059068340, 6.4659688730596288, -4510.5256202602449, # xi 269.87863134052620, 282.55798267636782, -15.028191756557660, 32.161335478721606, 6.4659688730596288, 41.574031108086305, 3449.7573253555426, # sigma 89181.461311549703, 59530.094792948388, -1242.7147074919567, 4533.2517221704692, -4510.5256202602449, 3449.7573253555426, 1.3580467956656330e+06 ), nrow = 7, ncol = 7 ) rownames(true_value) <- colnames(true_value) <- c( "alpha", "delta", "eta", "phi", "nu", "xi", "sigma" ) object <- loglogistic6_new(x, y, w, NULL, max_iter, NULL, NULL) fim <- fisher_info(object, theta, sigma) expect_type(fim, "double") expect_length(fim, 7 * 7) expect_equal(fim, true_value) }) test_that("drda: 'lower_bound' argument errors", { x <- lltd$D$x y <- lltd$D$y expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = c("a", "b", "c", "d", "e", "f") ), "'lower_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = matrix(-Inf, nrow = 6, ncol = 2), upper_bound = rep(Inf, 6) ), "'lower_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = rep(-Inf, 7), upper_bound = rep(Inf, 6) ), "'lower_bound' and 'upper_bound' must have the same length" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = c( 0, -Inf, -Inf, -Inf, -Inf, -Inf), upper_bound = c(-1, Inf, Inf, Inf, Inf, Inf) ), "'lower_bound' cannot be larger than 'upper_bound'" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = c(Inf, -Inf, -Inf, -Inf, -Inf, -Inf), upper_bound = c(Inf, Inf, Inf, Inf, Inf, Inf) ), "'lower_bound' cannot be equal to infinity" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = rep(-Inf, 7), upper_bound = rep(Inf, 7) ), "'lower_bound' must be of length 6" ) }) test_that("drda: 'upper_bound' argument errors", { x <- lltd$D$x y <- lltd$D$y expect_error( drda( y ~ x, mean_function = "loglogistic6", upper_bound = c("a", "b", "c", "d", "e", "f") ), "'upper_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = rep(-Inf, 6), upper_bound = matrix(Inf, nrow = 6, ncol = 2) ), "'upper_bound' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = c(-Inf, -Inf, -Inf, -Inf, -Inf, -Inf), upper_bound = c(-Inf, Inf, Inf, Inf, Inf, Inf) ), "'upper_bound' cannot be equal to -infinity" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", lower_bound = rep(-Inf, 7), upper_bound = rep(Inf, 7) ), "'lower_bound' must be of length 6" ) }) test_that("drda: 'start' argument errors", { x <- lltd$D$x y <- lltd$D$y expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c("a", "b", "c", "d", "e", "f") ), "'start' must be a numeric vector" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, Inf, 1, 1, 1, 1) ), "'start' must be finite" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(-Inf, 1, 1, 1, 1, 1) ), "'start' must be finite" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(1, 1, 1, 1, 1, 1, 1) ), "'start' must be of length 6" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, -1, 1, 1, 1) ), "parameter 'eta' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 0, 1, 1, 1) ), "parameter 'eta' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, -1, 1, 1) ), "parameter 'phi' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, 0, 1, 1) ), "parameter 'phi' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, 1, -1, 1) ), "parameter 'nu' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, 1, 0, 1) ), "parameter 'nu' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, 1, 1, -1) ), "parameter 'xi' cannot be negative nor zero" ) expect_error( drda( y ~ x, mean_function = "loglogistic6", start = c(0, 1, 1, 1, 1, 0) ), "parameter 'xi' cannot be negative nor zero" ) }) test_that("nauc: decreasing", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w result <- drda(y ~ x, weights = w, mean_function = "loglogistic6") expect_equal(nauc(result), 0.097909681210381725) expect_equal(nauc(result, xlim = c(0, 2)), 0.87325260264665631) expect_equal(nauc(result, ylim = c(0.3, 0.7)), 0.0061191350934437442) expect_equal(nauc(result, xlim = c(0, 2), ylim = c(0.3, 0.7)), 1.0) expect_equal( nauc(result, xlim = c(5, 8), ylim = c(0.3, 0.7)), 0.41629510891428020 ) expect_equal(nauc(result, xlim = c(10, 15), ylim = c(0.3, 0.7)), 0.0) }) test_that("naac: decreasing", { x <- lltd$D$x y <- lltd$D$y w <- lltd$D$w result <- drda(y ~ x, weights = w, mean_function = "loglogistic6") expect_equal(naac(result), 1 - 0.097909681210381725) expect_equal(naac(result, xlim = c(0, 2)), 1 - 0.87325260264665631) expect_equal(naac(result, ylim = c(0.3, 0.7)), 1 - 0.0061191350934437442) expect_equal(naac(result, xlim = c(0, 2), ylim = c(0.3, 0.7)), 0.0) expect_equal( naac(result, xlim = c(5, 8), ylim = c(0.3, 0.7)), 1 - 0.41629510891428020 ) expect_equal(naac(result, xlim = c(10, 15), ylim = c(0.3, 0.7)), 1.0) }) test_that("nauc: increasing", { x <- lltd$D$x y <- rev(lltd$D$y) w <- lltd$D$w result <- drda(y ~ x, weights = w, mean_function = "loglogistic6") expect_equal(nauc(result), 0.84987748063128600) expect_equal(nauc(result, xlim = c(0, 2)), 0.16335338880478015) expect_equal(nauc(result, ylim = c(0.3, 0.7)), 0.99497853656837985) expect_equal(nauc(result, xlim = c(0, 2), ylim = c(0.3, 0.7)), 0.0) expect_equal( nauc(result, xlim = c(5, 8), ylim = c(0.3, 0.7)), 0.79822066734104781 ) expect_equal(nauc(result, xlim = c(9, 12), ylim = c(0.3, 0.7)), 1.0) }) test_that("naac: increasing", { x <- lltd$D$x y <- rev(lltd$D$y) w <- lltd$D$w result <- drda(y ~ x, weights = w, mean_function = "loglogistic6") expect_equal(naac(result), 1 - 0.84987748063128600) expect_equal(naac(result, xlim = c(0, 2)), 1 - 0.16335338880478015) expect_equal(naac(result, ylim = c(0.3, 0.7)), 1 - 0.99497853656837985) expect_equal(naac(result, xlim = c(0, 2), ylim = c(0.3, 0.7)), 1.0) expect_equal( naac(result, xlim = c(5, 8), ylim = c(0.3, 0.7)), 1 - 0.79822066734104781 ) expect_equal(naac(result, xlim = c(9, 12), ylim = c(0.3, 0.7)), 0.0) })