context("Testing the density function for accuracy") ### See Known Errors (KE) at bottom source(system.file("extdata", "Gondan_et_al_density.R", package = "fddm", mustWork = TRUE)) #---------------------- Evaluate densities ------------------------------------# # Define parameter space if (identical(Sys.getenv("NOT_CRAN"), "true")) { # not on CRAN RT <- c(0.001, 0.01, seq(0.1, 10, by = 0.1), seq(15, 30, by = 5)) A <- c(0.25, seq(0.5, 5, by = 0.5)) V <- c(-5, -2, 0, 2, 5) W <- c(0.2, 0.5, 0.8) SV <- c(0, 0.5, 1, 1.5) } else { # on CRAN RT <- c(0.001, 0.1, 1, 10) A <- c(0.5, 1, 5) V <- c(-5, 0, 5) W <- c(0.2, 0.5, 0.8) SV <- c(0, 0.5, 1.5) } t0 <- 1e-4 # must be nonzero for RWiener SV_THRESH <- 1e-6 eps <- 1e-6 # this is the setting from rtdists nRT <- length(RT) nA <- length(A) nV <- length(V) nW <- length(W) nSV <- length(SV) N <- nRT * nA * nV * nW * nSV rt <- rep(RT, each = nSV * nW * nV * nA, times = 1) a <- rep(A, each = nSV * nW * nV, times = nRT) v <- rep(V, each = nSV * nW, times = nRT * nA) w <- rep(W, each = nSV, times = nRT * nA * nV) sv <- rep(SV, each = 1, times = nRT * nA * nV * nW) # fddm methods SWSE_s_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "SWSE", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "SWSE", summation_small = "2017") ) SWSE_s_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "SWSE", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "SWSE", summation_small = "2014") ) SWSE_t_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "eff_rt", n_terms_small = "SWSE", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "eff_rt", n_terms_small = "SWSE", summation_small = "2017") ) SWSE_t_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "eff_rt", n_terms_small = "SWSE", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "eff_rt", n_terms_small = "SWSE", summation_small = "2014") ) SWSE_b_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms_large", n_terms_small = "SWSE", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms_large", n_terms_small = "SWSE", summation_small = "2017") ) SWSE_b_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms_large", n_terms_small = "SWSE", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms_large", n_terms_small = "SWSE", summation_small = "2014") ) Gondan_s_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "Gondan", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "Gondan", summation_small = "2017") ) Gondan_s_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "Gondan", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "Gondan", summation_small = "2014") ) Gondan_b_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms", n_terms_small = "Gondan", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms", n_terms_small = "Gondan", summation_small = "2017") ) Gondan_b_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms", n_terms_small = "Gondan", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms", n_terms_small = "Gondan", summation_small = "2014") ) Navarro_s_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "Navarro", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "Navarro", summation_small = "2017") ) Navarro_s_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "small", n_terms_small = "Navarro", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "small", n_terms_small = "Navarro", summation_small = "2014") ) Navarro_b_17 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms", n_terms_small = "Navarro", summation_small = "2017"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms", n_terms_small = "Navarro", summation_small = "2017") ) Navarro_b_14 <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "terms", n_terms_small = "Navarro", summation_small = "2014"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "terms", n_terms_small = "Navarro", summation_small = "2014") ) Navarro_l <- data.frame( res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = FALSE, switch_mech = "large", n_terms_small = "Navarro"), dif = numeric(N), log_res = dfddm(rt = rt, response = "lower", a = a, v = v, t0 = t0, w = w, sv = sv, err_tol = eps, log = TRUE, switch_mech = "large", n_terms_small = "Navarro") ) # non-fddm methods t <- rt - t0 M <- exp(v * a * w + v*v * t / 2 + (sv*sv * a*a * w*w - 2 * v * a * w - v*v * t) / (2 + 2 * sv*sv * t) ) / sqrt(1 + sv*sv * t) if (require("RWiener")) { RWiener <- data.frame( res = numeric(N), dif = numeric(N) ) for (i in 1:N) { # RWiener can't handle model parameters as vectors RWiener[i, "res"] <- dwiener(rt[i], resp = "lower", alpha = a[i], delta = v[i], tau = t0, beta = w[i], give_log = FALSE) } RWiener[["res"]] <- M * RWiener[["res"]] } Gondan_R <- data.frame( res = M * fs(t = t, a = a, v = v, w = w, eps = eps), dif = numeric(N) ) if (require("rtdists")) { rtdists <- data.frame( res = ddiffusion(rt, "lower", a = a, v = v, t0 = t0, z = w*a, sv = sv), dif = numeric(N) ) } # Calculate differences (use fddm's SWSE_t_17 method as truth) ans <- SWSE_t_17[["res"]] SWSE_s_17[["dif"]] <- abs(SWSE_s_17[["res"]] - ans) SWSE_s_14[["dif"]] <- abs(SWSE_s_14[["res"]] - ans) SWSE_t_17[["dif"]] <- abs(SWSE_t_17[["res"]] - ans) SWSE_t_14[["dif"]] <- abs(SWSE_t_14[["res"]] - ans) SWSE_b_17[["dif"]] <- abs(SWSE_b_17[["res"]] - ans) SWSE_b_14[["dif"]] <- abs(SWSE_b_14[["res"]] - ans) Gondan_s_17[["dif"]] <- abs(Gondan_s_17[["res"]] - ans) Gondan_s_14[["dif"]] <- abs(Gondan_s_14[["res"]] - ans) Gondan_b_17[["dif"]] <- abs(Gondan_b_17[["res"]] - ans) Gondan_b_14[["dif"]] <- abs(Gondan_b_14[["res"]] - ans) Navarro_s_17[["dif"]] <- abs(Navarro_s_17[["res"]] - ans) Navarro_s_14[["dif"]] <- abs(Navarro_s_14[["res"]] - ans) Navarro_b_17[["dif"]] <- abs(Navarro_b_17[["res"]] - ans) Navarro_b_14[["dif"]] <- abs(Navarro_b_14[["res"]] - ans) Navarro_l[["dif"]] <- abs(Navarro_l[["res"]] - ans) if (require("RWiener")) { RWiener[["dif"]] <- abs(RWiener[["res"]] - ans) } Gondan_R[["dif"]] <- abs(Gondan_R[["res"]] - ans) if (require("rtdists")) { rtdists[["dif"]] <- abs(rtdists[["res"]] - ans) } #---------------------- Testing -----------------------------------------------# # Ensure all densities are non-negative test_that("Non-negativity of densities", { expect_true(all(SWSE_s_17[["res"]] >= 0)) expect_true(all(SWSE_s_14[["res"]] >= 0)) expect_true(all(SWSE_t_17[["res"]] >= 0)) expect_true(all(SWSE_t_14[["res"]] >= 0)) expect_true(all(SWSE_b_17[["res"]] >= 0)) expect_true(all(SWSE_b_14[["res"]] >= 0)) expect_true(all(Gondan_s_17[["res"]] >= 0)) expect_true(all(Gondan_s_14[["res"]] >= 0)) expect_true(all(Gondan_b_17[["res"]] >= 0)) expect_true(all(Gondan_b_14[["res"]] >= 0)) expect_true(all(Navarro_s_17[["res"]] >= 0)) expect_true(all(Navarro_s_14[["res"]] >= 0)) expect_true(all(Navarro_b_17[["res"]] >= 0)) expect_true(all(Navarro_b_14[["res"]] >= 0)) expect_true(all(Navarro_l[["res"]] >= 0)) if (require("RWiener")) { expect_true(all(RWiener[["res"]] >= 0)) } expect_true(all(Gondan_R[["res"]] >= -eps)) # density between 0 and -eps := 0 if (require("rtdists")) { expect_true(all(rtdists[["res"]] >= 0)) } }) # Test accuracy within 2*eps (allows for convergence from above and below) test_that("Consistency among internal methods", { expect_true(all(SWSE_s_17[["dif"]] <= 2 * eps)) expect_true(all(SWSE_s_14[["dif"]] <= 2 * eps)) expect_true(all(SWSE_t_17[["dif"]] <= 2 * eps)) expect_true(all(SWSE_t_14[["dif"]] <= 2 * eps)) expect_true(all(SWSE_b_17[["dif"]] <= 2 * eps)) expect_true(all(SWSE_b_14[["dif"]] <= 2 * eps)) expect_true(all(Gondan_s_17[["dif"]] <= 2 * eps)) expect_true(all(Gondan_s_14[["dif"]] <= 2 * eps)) expect_true(all(Gondan_b_17[["dif"]] <= 2 * eps)) expect_true(all(Gondan_b_14[["dif"]] <= 2 * eps)) expect_true(all(Navarro_s_17[["dif"]] <= 2 * eps)) expect_true(all(Navarro_s_14[["dif"]] <= 2 * eps)) expect_true(all(Navarro_b_17[["dif"]] <= 2 * eps)) expect_true(all(Navarro_b_14[["dif"]] <= 2 * eps)) testthat::skip_on_os("solaris") testthat::skip_if(dfddm(rt = 0.001, response = "lower", a = 5, v = -5, t0 = 1e-4, w = 0.8, sv = 1.5, err_tol = 1e-6, log = FALSE, switch_mech = "large") > 1e-6) expect_true(all(Navarro_l[rt/a/a >= 0.009, "dif"] < 2 * eps)) # see KE 1 }) test_that("Accuracy relative to established packages", { if (require("RWiener")) { expect_true(all(RWiener[sv < SV_THRESH, "dif"] <= 2 * eps)) # see KE 2 } if (require("rtdists")) { expect_true(all(rtdists[["dif"]] <= 2 * eps)) } testthat::skip_on_os("solaris") testthat::skip_if(dfddm(rt = 0.001, response = "lower", a = 5, v = -5, t0 = 1e-4, w = 0.8, sv = 1.5, err_tol = 1e-6, log = FALSE, switch_mech = "large") > 1e-6) expect_true(all(Gondan_R[sv < SV_THRESH, "dif"] <= 2 * eps)) # see KE 2 }) # Test consistency in fddm log vs non-log (see KE 3) test_that("Log-Consistency among internal methods", { expect_equal(SWSE_s_17[SWSE_s_17[["res"]] > eps*eps, "log_res"], log(SWSE_s_17[SWSE_s_17[["res"]] > eps*eps, "res"])) expect_equal(SWSE_s_14[SWSE_s_14[["res"]] > eps*eps, "log_res"], log(SWSE_s_14[SWSE_s_14[["res"]] > eps*eps, "res"])) expect_equal(SWSE_t_17[SWSE_t_17[["res"]] > eps*eps, "log_res"], log(SWSE_t_17[SWSE_t_17[["res"]] > eps*eps, "res"])) expect_equal(SWSE_t_14[SWSE_t_14[["res"]] > eps*eps, "log_res"], log(SWSE_t_14[SWSE_t_14[["res"]] > eps*eps, "res"])) expect_equal(SWSE_b_17[SWSE_b_17[["res"]] > eps*eps, "log_res"], log(SWSE_b_17[SWSE_b_17[["res"]] > eps*eps, "res"])) expect_equal(SWSE_b_14[SWSE_b_14[["res"]] > eps*eps, "log_res"], log(SWSE_b_14[SWSE_b_14[["res"]] > eps*eps, "res"])) expect_equal(Gondan_s_17[Gondan_s_17[["res"]] > eps*eps, "log_res"], log(Gondan_s_17[Gondan_s_17[["res"]] > eps*eps, "res"])) expect_equal(Gondan_s_14[Gondan_s_14[["res"]] > eps*eps, "log_res"], log(Gondan_s_14[Gondan_s_14[["res"]] > eps*eps, "res"])) expect_equal(Gondan_b_17[Gondan_b_17[["res"]] > eps*eps, "log_res"], log(Gondan_b_17[Gondan_b_17[["res"]] > eps*eps, "res"])) expect_equal(Gondan_b_14[Gondan_b_14[["res"]] > eps*eps, "log_res"], log(Gondan_b_14[Gondan_b_14[["res"]] > eps*eps, "res"])) expect_equal(Navarro_s_17[Navarro_s_17[["res"]] > eps*eps, "log_res"], log(Navarro_s_17[Navarro_s_17[["res"]] > eps*eps, "res"])) expect_equal(Navarro_s_14[Navarro_s_14[["res"]] > eps*eps, "log_res"], log(Navarro_s_14[Navarro_s_14[["res"]] > eps*eps, "res"])) expect_equal(Navarro_b_17[Navarro_b_17[["res"]] > eps*eps, "log_res"], log(Navarro_b_17[Navarro_b_17[["res"]] > eps*eps, "res"])) expect_equal(Navarro_b_14[Navarro_b_14[["res"]] > eps*eps, "log_res"], log(Navarro_b_14[Navarro_b_14[["res"]] > eps*eps, "res"])) expect_equal(Navarro_l[Navarro_l[["res"]] > eps*eps, "log_res"], log(Navarro_l[Navarro_l[["res"]] > eps*eps, "res"])) }) ### Known Errors (KE) ### # # 1) The "large-time" variant is unstable for small effective response times # ( (rt - t0) / (a*a) < 0.009 ) and produces inaccurate densities. # # 2) Both RWiener and Gondan_R divide the error tolerance by the multiplicative # term outside of the summation. Since the outside term is different when # $sv > 0$, the approximations use the incorrect error tolerance for # $sv > 0$. This affects the number of terms required in the summation to # achieve the desired precision, thus not actually achieving that desired # precision. This issue is fixed in our implementation of the Gondan method, # `switch_mech = "small"`, `n_terms_small = "Gondan"`. For an example of this # discrepancy, see the code below: # # rt <- 1.5 # t <- rt - 1e-4 # a <- 0.5 # v <- 4.5 # w <- 0.5 # eps <- 1e-6 # sv <- 0.9 # sv0 <- exp(-v*a*w - v*v*t/2) / (a*a) # for constant drift rate # sv0_9 <- exp((-2*v*a*w - v*v*t + sv*sv*a*a*w*w)/(2 + 2*sv*sv*t)) / # (a*a*sqrt(1+sv*sv*t)) # for variable drift rate # ks(t/(a*a), w, eps/sv0) # = 2; the summation will only calculate 2 terms # ks(t/(a*a), w, eps/sv0_9) # = 5; but the summation actually needs 5 terms # # 3) When calculating the log of the density, it is better to use the built-in # log option. For very small densities, simply calculating the density can # cause rounding issues that result in a density of zero (thus the log of the # density becomes -Inf). Using the built-in log option avoids some of these # rounding issues by exploiting the algebraic properties of the logarithm. # Also note that sometimes the densities are just too small (i.e. extremely # negative) and the logarithm function returns a value of -Inf, so we discard # the samples whose density is very small (less than eps*eps = 1e-12).