context("test-pibble.R") set.seed(4) sim <- pibble_sim(true_priors=TRUE) test_that("optim and uncollapse correctnesss", { init <- random_pibble_init(sim$Y) fit <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=3000, calcGradHess = FALSE, seed=40) # check closeness of MAP expect_true(abs(mean(fit$Pars - sim$Eta)) < .2) # Laplace approximation contains true value # given the true value # p0.25 <- apply(fit$Samples, c(1,2), function(x) quantile(x, probs=0.0025)) # p99.75 <- apply(fit$Samples, c(1,2), function(x) quantile(x, probs=0.9975)) #expect_true(sum(!((p0.25 <= Eta) & (p99.75 >= Eta))) < 0.2*N*(D-1)) # Now check uncollapsing for Lambda fit2 <- uncollapsePibble(fit$Samples, sim$X, sim$Theta, sim$Gamma, sim$Xi, sim$upsilon, seed=203) expect_true(mean(abs(apply(fit2$Lambda, c(1,2), mean) - sim$Phi)) < 0.7) p0.25 <- apply(fit2$Lambda, c(1,2), function(x) quantile(x, probs=0.0025)) p99.75 <- apply(fit2$Lambda, c(1,2), function(x) quantile(x, probs=0.9975)) expect_true(sum(!((p0.25 <= sim$Phi) & (p99.75 >= sim$Phi))) < 0.01*sim$N*(sim$D-1)) # check uncollapsing for Sigma # -- not implemented yet - correct results for Lambda imply correct results # -- for Sigma due to dependency structure. }) test_that("optim sylvester gets same result", { sim <- pibble_sim(D=30, N=10, true_priors = TRUE) init <- random_pibble_init(sim$Y) start <- Sys.time() fit <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=2000, calcGradHess = FALSE, useSylv=FALSE) end <- Sys.time() plain <- end-start start <- Sys.time() fitsylv <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=2000, calcGradHess = FALSE, useSylv=TRUE) ## end <- Sys.time() ## sylv <- end-start ## expect_equal(plain>sylv, TRUE) # check closeness of MAP expect_true(abs(mean(fit$Pars - fitsylv$Pars)) < .1) }) test_that("pibble wrapper correctness", { fit <- pibble(sim$Y, sim$X, upsilon = sim$upsilon, Theta = sim$Theta, Xi=sim$Xi, Gamma=sim$Gamma, n_samples=3000) # Laplace approximation contains true value # given the true value p0.25 <- apply(fit$Eta, c(1,2), function(x) quantile(x, probs=0.0025)) p99.75 <- apply(fit$Eta, c(1,2), function(x) quantile(x, probs=0.9975)) expect_true(sum(!((p0.25 <= sim$Eta) & (p99.75 >= sim$Eta))) < 0.1*sim$N*(sim$D-1)) # Check Lambda expect_true(mean(abs(apply(fit$Lambda, c(1,2), mean) - sim$Phi)) < 0.7) p0.25 <- apply(fit$Lambda, c(1,2), function(x) quantile(x, probs=0.0025)) p99.75 <- apply(fit$Lambda, c(1,2), function(x) quantile(x, probs=0.9975)) expect_true(sum(!((p0.25 <= sim$Phi) & (p99.75 >= sim$Phi))) < 0.05*sim$N*(sim$D-1)) # check uncollapsing for Sigma # -- not implemented yet - correct results for Lambda imply correct results # -- for Sigma due to dependency structure. }) #' @param eta as an (D-1 x N x iter) array uncollapse <- function(eta, X, upsilon, Theta, Xi, Gamma){ d <- dim(eta) iter <- as.integer(d[3]) N <- as.integer(d[2]) D <- as.integer(d[1] + 1) Q <- as.integer(nrow(Gamma)) Lambda <- array(0, c(D-1, Q, iter)) Sigma <- array(0, c(D-1, D-1, iter)) upsilonN <- upsilon+N GammaInv <- solve(Gamma) GammaN <- solve(tcrossprod(X)+ GammaInv) for (i in 1:iter){ LambdaN <- (eta[,,i] %*% t(X) + Theta %*% GammaInv) %*% GammaN EN <- eta[,,i] - LambdaN %*% X Delta <- LambdaN - Theta XiN <- Xi + tcrossprod(EN) + Delta %*% solve(Gamma) %*% t(Delta) Sigma[,,i] <- MCMCpack::riwish(upsilonN, XiN)#solve(rWishart(1, upsilonN, XiN)[,,1]) Z <- matrix(rnorm((D-1)*Q), D-1, Q) Lambda[,,i] <- LambdaN + t(chol(Sigma[,,i]))%*%Z%*%chol(GammaN) } return(list(Lambda=Lambda, Sigma=Sigma)) } #' @param eta as an (D-1 x N x iter) array uncollapse_mean_only <- function(eta, X, upsilon, Theta, Xi, Gamma){ d <- dim(eta) iter <- as.integer(d[3]) N <- as.integer(d[2]) D <- as.integer(d[1] + 1) Q <- as.integer(nrow(Gamma)) Lambda <- array(0, c(D-1, Q, iter)) Sigma <- array(0, c(D-1, D-1, iter)) upsilonN <- upsilon+N GammaInv <- solve(Gamma) GammaN <- solve(tcrossprod(X)+ GammaInv) for (i in 1:iter){ LambdaN <- (eta[,,i] %*% t(X) + Theta %*% GammaInv) %*% GammaN Delta <- LambdaN - Theta EN <- eta[,,i] - LambdaN %*% X XiN <- Xi + tcrossprod(EN) + Delta %*% solve(Gamma) %*% t(Delta) Sigma[,,i] <- XiN*(upsilonN-D) Lambda[,,i] <- LambdaN } return(list(Lambda=Lambda, Sigma=Sigma)) } test_that("uncollapse correctnesss against double programming", { init <- random_pibble_init(sim$Y) fit <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=2000, calcGradHess = FALSE) # Now check uncollapsing for Lambda # ret_mean = TRUE fit2 <- uncollapsePibble(fit$Samples, sim$X, sim$Theta, sim$Gamma, sim$Xi, sim$upsilon, ret_mean = TRUE, 2234) dpres <- uncollapse_mean_only(fit$Samples, sim$X, sim$upsilon, sim$Theta, sim$Xi, sim$Gamma) expect_equal(fit2$Lambda, dpres$Lambda) expect_equal(fit2$Sigma, dpres$Sigma) # Now check when ret_mean == FALSE fit3 <- uncollapsePibble(fit$Samples, sim$X, sim$Theta, sim$Gamma, sim$Xi, sim$upsilon, 2234) uncol <- uncollapse(fit$Samples, sim$X, sim$upsilon, sim$Theta, sim$Xi, sim$Gamma) Lambda_fit3 <- apply(fit3$Lambda, MARGIN = c(1,2), mean) Lambda_uncol <- apply(uncol$Lambda, MARGIN = c(1,2), mean) expect_true(mean(abs(Lambda_fit3 - Lambda_uncol)) < 0.05) Sigma_fit3 <- apply(fit3$Sigma, MARGIN = c(1,2), mean) Sigma_uncol <- apply(uncol$Sigma, MARGIN = c(1,2), mean) expect_true(mean(abs(Sigma_fit3 - Sigma_uncol)) < 0.05) }) test_that("eigen and cholesky get same result", { sim <- pibble_sim(true_priors=TRUE, N=2, D=4) init <- random_pibble_init(sim$Y) fitc <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=500000, calcGradHess = FALSE, decomp="cholesky") fite <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=500000, calcGradHess = FALSE, decomp="eigen") expect_equal(apply(fitc$Samples, c(1,2), mean), apply(fite$Samples, c(1,2), mean), tolerance=0.01) expect_equal(apply(fitc$Samples, c(1,2), var), apply(fite$Samples, c(1,2), var), tolerance=0.01) expect_equal(fitc$logInvNegHessDet, fite$logInvNegHessDet, tolerance=1e-3) }) test_that("logInvNegHessDet correct", { init <- random_pibble_init(sim$Y) fitc <- optimPibbleCollapsed(sim$Y, sim$upsilon, (sim$Theta%*%sim$X), sim$KInv, sim$AInv, init, n_samples=1, calcGradHess = TRUE, decomp="cholesky") expect_equal(-log(det(-fitc$Hessian)), fitc$logInvNegHessDet) }) test_that("max_iter leads to warning not error", { expect_warning(pibble(sim$Y, sim$X, max_iter=3)) }) test_that("init argument words in refit", { fit <- pibble(sim$Y, sim$X) fit <- refit(fit, init=random_pibble_init(sim$Y)) expect(TRUE, "init argument not working in refit") }) test_that("predict works with one sample", { fit <- pibble(sim$Y, sim$X) preds <- predict(fit, newdata = matrix(sim$X[,1], ncol = 1), response = "LambdaX") preds <- predict(fit, newdata = matrix(sim$X[,1], ncol = 1), response = "Eta") preds <- predict(fit, newdata = matrix(sim$X[,1], ncol = 1), response = "Y") expect_true(TRUE) })