test_that("Multigam distr works", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) # Types expect_s4_class(D, "Distribution") expect_s4_class(D, "Multigam") # Errors expect_error(Multigam(-1, 2)) expect_error(Multigam(1, -2)) }) test_that("Multigam dpqr work", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) set.seed(1) n <- 100L x <- r(D)(n) # Types expect_true(is.function(d(D))) expect_true(is.function(r(D))) expect_true(is.numeric(d(D, x))) expect_true(is.numeric(dmultigam(x, a, b, log = TRUE))) # Values expect_equal(d(D)(rep(0, length(a))), 0) expect_equal(sum(x < 0), 0L) # 2-Way Calls expect_equal(d(D)(x[1, ]), dmultigam(x[1, ], shape = a, scale = b)) expect_equal(d(D)(x[1, ]), d(D, x[1, ])) # Errors expect_error(dmultigam(x, 1:3, -3)) expect_error(dmultigam(x, c(1, 2, -3), 3)) expect_error(dmultigam(x, 1:5, 3)) }) test_that("Multigam moments work", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) # Types expect_true(is.list(moments(D))) expect_true(is.numeric(mean(D))) expect_true(is.numeric(var(D))) expect_true(is.numeric(finf(D))) }) test_that("Multigam likelihood works", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) set.seed(1) n <- 100L x <- r(D)(n) # Types expect_true(is.numeric(llmultigam(x, shape = a, scale = b))) # 2-Way Calls expect_equal(llmultigam(x, shape = a, scale = b), ll(D, x)) expect_equal(ll(D)(x), ll(D, x)) # ll and lloptim convergence to a0 comparison method <- "L-BFGS-B" lower <- 1e-5 upper <- Inf k <- ncol(x) logz <- colMeans(log(fd(x))) xk <- mean(x[, k]) tx <- c(logz, xk) par1 <- optim(par = sum(same(D, x)$shape), fn = lloptim, gr = dlloptim, tx = tx, distr = D, method = method, lower = lower, upper = upper, control = list(fnscale = -1))$par b <- xk / par1 a <- idigamma(logz - log(b)) par1 <- c(a, b) par2 <- optim(par = unlist(same(D, x)), fn = function(par, x, distr) { ll(Multigam(par[seq_along(a)], par[length(a) + 1]), x) }, x = x, method = method, lower = lower, upper = upper, control = list(fnscale = -1))$par expect_equal(par1, unname(par2), tolerance = 0.01) }) test_that("Multigam estim works", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) set.seed(1) n <- 100L x <- r(D)(n) # Types expect_true(is.list(emultigam(x, type = "mle"))) expect_true(is.list(emultigam(x, type = "me"))) expect_true(is.list(emultigam(x, type = "same"))) # 2-Way Calls expect_equal(emultigam(x, type = "mle"), e(D, x, type = "mle")) expect_equal(emultigam(x, type = "me"), e(D, x, type = "me")) expect_equal(emultigam(x, type = "same"), e(D, x, type = "same")) skip_if(Sys.getenv("JOKER_EXTENDED_TESTS") != "true", "Skipping extended test unless JOKER_EXTENDED_TESTS='true'") # Simulations d <- test_consistency("me", D) expect_equal(d$prm_true, d$prm_est, tolerance = 0.05) d <- test_consistency("mle", D) expect_equal(d$prm_true, d$prm_est, tolerance = 0.05) d <- test_consistency("same", D) expect_equal(d$prm_true, d$prm_est, tolerance = 0.05) # Errors expect_error(e(D, x, type = "xxx")) expect_error(e(D, x, type = "mle", par0 = "xxx")) }) test_that("Multigam avar works", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) # Types expect_true(is.numeric(vmultigam(a, b, type = "mle"))) expect_true(is.numeric(vmultigam(a, b, type = "me"))) expect_true(is.numeric(vmultigam(a, b, type = "same"))) # 2-Way Calls expect_equal(vmultigam(a, b, type = "mle"), v(D, type = "mle")) expect_equal(vmultigam(a, b, type = "me"), v(D, type = "me")) expect_equal(vmultigam(a, b, type = "same"), v(D, type = "same")) expect_equal(vmultigam(a, b, type = "mle"), avar_mle(D)) expect_equal(vmultigam(a, b, type = "me"), avar_me(D)) expect_equal(vmultigam(a, b, type = "same"), avar_same(D)) skip_if(Sys.getenv("JOKER_EXTENDED_TESTS") != "true", "Skipping extended test unless JOKER_EXTENDED_TESTS='true'") # Simulations d <- test_avar("mle", D) expect_equal(d$avar_true, d$avar_est, tolerance = 0.07) d <- test_avar("me", D) expect_equal(d$avar_true, d$avar_est, tolerance = 0.05) d <- test_avar("same", D) expect_equal(d$avar_true, d$avar_est, tolerance = 0.07) # Errors expect_error(v(D, type = "xxx")) }) test_that("Multigam small metrics work", { skip_if(Sys.getenv("JOKER_EXTENDED_TESTS") != "true", "Skipping extended test unless JOKER_EXTENDED_TESTS='true'") # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) set.seed(1) prm <- list(name = "shape", pos = 1, val = seq(0.5, 5, by = 0.5)) expect_no_error( x <- small_metrics(D, prm, est = c("mle", "me", "same"), obs = c(20, 50), sam = 1e2, seed = 1, bar = FALSE) ) expect_no_error( plot(x, save = TRUE, path = tempdir()) ) # Types expect_s4_class(x, "SmallMetrics") }) test_that("Multigam large metrics work", { # Preliminaries a <- 1:3 b <- 3 D <- Multigam(a, b) set.seed(1) prm <- list(name = "shape", pos = 1, val = seq(0.5, 5, by = 0.5)) expect_no_error( x <- large_metrics(D, prm, est = c("mle", "me", "same")) ) expect_no_error( plot(x, save = TRUE, path = tempdir()) ) # Types expect_s4_class(x, "LargeMetrics") prm <- list(name = "scale", val = seq(0.5, 5, by = 0.5)) expect_no_error( x <- large_metrics(D, prm, est = c("mle", "me", "same")) ) expect_no_error( plot(x, save = TRUE, path = tempdir()) ) # Types expect_s4_class(x, "LargeMetrics") })