context("Bayesian Additive Regression Trees") # for reproducibility, even across platforms: set.seed(1, kind="Mersenne-Twister", normal.kind="Inversion") n <- 500L dat <- data.frame(x=runif(n), z=rnorm(n)) fx <- function(x) 1 + 2*x - exp(-5*x) #plot(dat$x, fx(dat$x)) dat$y <- fx(dat$x) + 0.5*dat$z + rnorm(n, sd=0.01) testdat <- data.frame(x=runif(10L, -0.4, 1.2), z=0.5) test_that("BART component 'brt' works", { n.tr <- 40L sampler <- create_sampler( y ~ reg(~ 0 + z, name="beta") + brt(~ 0 + x, n.trees=n.tr, debug=FALSE, keepTrees=TRUE, name="bart"), data=dat ) n.ch <- 2L sim <- MCMCsim(sampler, burnin=400, n.iter=800, n.chain=n.ch, thin=2, store.all=TRUE, verbose=FALSE) summ <- summary(sim) expect_between(summ$beta[, "Mean"], 0.5*0.5, 2*0.5) expect_identical(nrow(summ$bart), n) #plot(dat$x, summ$bart[, "Mean"]) expect_length(sim$bart_trees_, n.ch) expect_length(sim$bart_trees_[[1L]], ndraws(sim)) expect_equal(max(sim$bart_trees_[[1L]][[1L]]$tree), n.tr) compute_DIC(sim) waic1 <- compute_WAIC(sim, show.progress=FALSE) suppressWarnings(waic2 <- waic(sim)) expect_equal(waic1[["WAIC2"]], waic2$estimates["waic", "Estimate"]) expect_equal(waic1[["p_WAIC2"]], waic2$estimates["p_waic", "Estimate"]) suppressWarnings(loo(sim)) pred <- predict(sim, newdata=testdat, iters=sample(ndraws(sim), 30), show.progress=FALSE) summpred <- summary(pred) #plot(testdat$x, summpred[, "Mean"]) #points(testdat$x, fx(testdat$x) + 0.5*0.5, col="red") spl <- split_iters(sim, parts=3) expect_length(spl, 3L) expect_length(spl[[1]]$bart_trees_, n.ch) expect_lt(length(spl[[1]]$bart_trees_[[1L]]), ndraws(sim)/2) expect_identical(max(spl[[1]]$bart_trees_[[1L]][[1L]]$tree), n.tr) test <- combine_chains(sim, sim) expect_length(test$bart_trees_, 2*n.ch) expect_length(test$bart_trees_[[1L]], ndraws(sim)) expect_identical(max(test$bart_trees_[[1L]][[1L]]$tree), n.tr) })