context("Gamma regression") # for reproducibility, even across platforms: set.seed(1, kind="Mersenne-Twister", normal.kind="Inversion") n <- 1000L df <- data.frame( x1 = rnorm(n), x2 = runif(n) ) b <- c(0.8, 2, 1) alpha <- 1 mu <- exp(b[1] + b[2]*df$x1 + b[3]*df$x2) df$y <- rgamma(n, shape=alpha, rate=alpha/mu) test_that("gamma regression works", { sampler <- create_sampler(y ~ reg(~ x1+x2), family="gamma", data=df) expect_equal(sampler$family$shape.prior$type, "gamma") expect_true("gamma_shape_" %in% names(sampler$rprior())) sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2, verbose=FALSE) summ <- summary(sim) expect_between(summ$reg1[, "Mean"], 0.2 * b, 5 * b) expect_length(acceptance_rates(sim)[["gamma_shape_"]], 2L) expect_between(summ$gamma_shape_[, "Mean"], 0.25 * 1, 4 * 1) #plot(sim, "gamma_shape_") compute_DIC(sim) compute_WAIC(sim, show.progress=FALSE) }) test_that("gamma regression prediction works", { sampler <- create_sampler(y ~ reg(~ x1+x2), family="Gamma", data=df[1:900, ]) # both "gamma" and "Gamma" (as used in stats) are allowed sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2, verbose=FALSE) summ <- summary(sim) expect_equal(unname(summ$reg1[, "Mean"]), b, tolerance=1) pred <- predict(sim, newdata = df[901:1000, ], show.progress = FALSE) summpred <- summary(pred) #plot(log(summpred[, "Mean"]), log(df$y[901:1000])); abline(0, 1) }) alpha <- 10 df$y <- rgamma(n, shape=alpha, rate=alpha/mu) test_that("gamma regression with fixed shape works", { sampler <- create_sampler(y ~ reg(~ x1+x2), family=f_gamma(shape.prior = pr_fixed(10)), data=df) sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2L, verbose=FALSE) summ <- summary(sim) expect_between(summ$reg1[, "Mean"], 0.2 * b, 5 * b) compute_DIC(sim) compute_WAIC(sim, show.progress=FALSE) }) test_that("exponential prior on shape works", { sampler <- create_sampler(y ~ reg(~ x1+x2), family=f_gamma(shape.prior = pr_exp(1)), data=df) expect_equal(sampler$family$shape.prior$type, "gamma") sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2, verbose=FALSE) summ <- summary(sim) expect_between(summ$gamma_shape_[, "Mean"], 0.2 * alpha, 5 * alpha) expect_between(summ$reg1[, "Mean"], 0.2 * b, 5 * b) }) alpha <- 1 o <- rexp(n) mu <- exp(o + b[1] + b[2]*df$x1 + b[3]*df$x2) df$y <- rgamma(n, shape=alpha, rate=alpha/mu) test_that("gamma regression with offset works", { sampler <- create_sampler( df$y ~ offset(o) + reg(~ x1 + x2, name="beta"), family="gamma", data = df ) expect_length(sampler$block, 0L) sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2, verbose=FALSE) summ <- summary(sim) expect_between(summ$beta[, "Mean"], 0.25 * b, 4 * b) # same with block=TRUE expect_warning(sampler <- create_sampler( df$y ~ offset(o) + reg(~ x1 + x2, name="beta"), family="gamma", data = df, control=sampler_control(block=list("beta")) ), "only one" ) expect_length(sampler$block, 1L) sim <- MCMCsim(sampler, n.iter=600, burnin=250, n.chain=2, verbose=FALSE) summ <- summary(sim) expect_between(summ$beta[, "Mean"], 0.25 * b, 4 * b) }) n <- 1000 dat <- data.frame( f = as.factor(sample(1:30, n, replace=TRUE)) ) vf <- rnorm(30, sd=10) sh <- 0.6 dat$y <- rgamma(n, shape=sh, rate = sh * exp(- vf[dat$f])) # NB rate = shape / mean = shape * exp(-eta) test_that("gamma family with single gen component works", { sampler <- create_sampler( y ~ gen(factor = ~ f, name="v"), family="gamma", data=dat ) expect_false(sampler$mod[["v"]]$usePX) sim <- MCMCsim(sampler, n.iter=800, n.chain=2, store.all=TRUE, verbose=FALSE) summ <- summary(sim) expect_between(summ$v_sigma[, "Mean"], 0.3 * 10, 3 * 10) expect_between(summ$gamma_shape_[, "Mean"], 0.25 * 0.6, 4 * 0.6) }) n <- 1000 dat <- data.frame( x = runif(n), z = rnorm(n), f = as.factor(sample(1:30, n, replace=TRUE)) ) sh <- 0.6 b <- c(1, 1, 1) test_that("gamma multilevel model works", { gd <- generate_data( ~ reg(~ 1 + x + z, prior=pr_fixed(c(1, 1, 1)), name="beta") + gen(factor = ~ f, prior=pr_invchisq(1e6, 2), name="v"), family = f_gamma(shape.prior=pr_fixed(sh)), data=dat ) expect_equal(unname(gd$pars$beta), b) expect_between(gd$pars$v_sigma, 0.99 * sqrt(2), 1.01 * sqrt(2)) sampler <- create_sampler( gd$y ~ reg(~ x + z, name="beta") + gen(factor = ~ f, name="v"), family="gamma", data=dat ) expect_length(sampler$block, 1L) expect_false(sampler$mod[["v"]]$usePX) sim <- MCMCsim(sampler, n.iter=800, n.chain=2, store.all=TRUE, verbose=FALSE) summ <- summary(sim) expect_between(summ$beta[, "Mean"], 0.3 * b, 3 * b) expect_between(summ$v_sigma[, "Mean"], 0.3 * sqrt(2), 3 * sqrt(2)) expect_between(summ$gamma_shape_[, "Mean"], 0.25 * sh, 4 * sh) })