context("mvgam") skip_on_cran() test_that("JAGS setups should work", { # JAGS setup should work, whether installed or not simdat <- sim_mvgam() mod <- mvgam(y ~ s(season), trend_model = 'RW', data = simdat$data_train, family = poisson(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = simdat$data_train, family = poisson(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR2', drift = TRUE, data = simdat$data_train, family = poisson(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR1', drift = TRUE, data = simdat$data_train, family = nb(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR3', drift = TRUE, data = simdat$data_train, family = nb(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = simdat$data_train, family = tweedie(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) mod <- mvgam(y ~ s(season), trend_model = 'AR3', drift = TRUE, data = simdat$data_train, family = tweedie(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(inherits(get_mvgam_priors(y ~ s(season), trend_model = 'RW', drift = TRUE, data = simdat$data_train, family = tweedie(), use_stan = FALSE), 'data.frame')) mod <- mvgam(y ~ s(season), trend_model = 'RW', drift = TRUE, data = simdat$data_train, family = tweedie(), use_stan = FALSE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) }) test_that("family must be correctly specified", { expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = beta_data$data_train, family = 'besta', run_model = FALSE), 'family not recognized') }) test_that("response variable must be specified", { expect_error(mod <- mvgam( ~ s(season), trend_model = 'AR1', data = beta_data$data_train, family = betar(), run_model = FALSE), 'response variable is missing from formula') }) test_that("prior_only works", { mod <- mvgam(y ~ s(season), trend_model = AR(p = 2), drift = TRUE, data = gaus_data$data_train, prior_simulation = TRUE, family = gaussian(), threads = 2, run_model = FALSE) expect_no_error(capture_output(code(mod))) expect_true(!any(grepl('likelihood functions', mod$model_file, fixed = TRUE))) expect_true(!any(grepl('flat_ys ~ ', mod$model_file, fixed = TRUE))) mod <- mvgam(y ~ 1, trend_formula = ~ s(season) + s(trend, bs = 're'), trend_model = VAR(ma = TRUE), data = gaus_data$data_train, prior_simulation = TRUE, family = gaussian(), threads = 2, run_model = FALSE) expect_no_error(capture_output(code(mod))) expect_true(!any(grepl('likelihood functions', mod$model_file, fixed = TRUE))) expect_true(!any(grepl('flat_ys ~ ', mod$model_file, fixed = TRUE))) mod <- mvgam(y ~ 1, trend_formula = ~ s(season) + s(trend, bs = 're'), trend_model = CAR(), data = gaus_data$data_train, prior_simulation = TRUE, family = gaussian(), threads = 2, run_model = FALSE) expect_no_error(capture_output(code(mod))) expect_true(!any(grepl('likelihood functions', mod$model_file, fixed = TRUE))) expect_true(!any(grepl('flat_ys ~ ', mod$model_file, fixed = TRUE))) mod <- mvgam(y ~ s(season), trend_model = AR(p = 3), drift = TRUE, data = beta_data$data_train, prior_simulation = TRUE, family = betar(), run_model = FALSE) expect_no_error(capture_output(code(mod))) expect_true(!any(grepl('likelihood functions', mod$model_file, fixed = TRUE))) expect_true(!any(grepl('flat_ys ~ ', mod$model_file, fixed = TRUE))) mod <- mvgam(y ~ 1, trend_formula = ~ s(season) + s(trend, bs = 're'), trend_model = AR(cor = TRUE, ma = TRUE), data = beta_data$data_train, prior_simulation = TRUE, family = betar(), run_model = FALSE) expect_no_error(capture_output(code(mod))) expect_true(!any(grepl('likelihood functions', mod$model_file, fixed = TRUE))) expect_true(!any(grepl('flat_ys ~ ', mod$model_file, fixed = TRUE))) }) test_that("response variable must follow family-specific restrictions", { expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = gaus_data$data_train, family = lognormal(), run_model = FALSE), 'Values <= 0 not allowed for lognormal responses') expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = gaus_data$data_train, family = poisson(), run_model = FALSE), 'Values < 0 not allowed for count family responses') }) test_that("trend_model must be correctly specified", { expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR11', data = beta_data$data_train, family = betar(), run_model = FALSE)) }) test_that("outcome variable must be present in data", { data = data.frame(out = rnorm(100), temp = rnorm(100), time = 1:100) expect_error(mod <- mvgam(formula = y ~ dynamic(temp, rho = 20), data = data, family = gaussian(), run_model = FALSE), 'variable y not found in data') }) test_that("time not required in data if this is a no trend model", { data = data.frame(out = rnorm(100), temp = rnorm(100)) mod <- mvgam(formula = out ~ dynamic(temp, rho = 20), data = data, family = gaussian(), run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) }) test_that("rho argument must be positive numeric", { data = data.frame(out = rnorm(100), temp = rnorm(100), time = 1:100) expect_error(mod <- mvgam(formula = out ~ dynamic(temp, rho = -1), data = data, family = gaussian(), run_model = FALSE), 'Argument "rho" in dynamic() must be a positive value', fixed = TRUE) }) test_that("all series must have observations for all unique timepoints", { data <- sim_mvgam() data$data_train <- data$data_train[-2,] expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = data$data_train, family = poisson(), run_model = FALSE), 'One or more series in data is missing observations for one or more timepoints') data <- sim_mvgam() data$data_test <- data$data_test[-2,] expect_error(mod <- mvgam(y ~ s(season), trend_model = 'AR1', data = data$data_train, newdata = data$data_test, family = poisson(), run_model = FALSE), 'One or more series in newdata is missing observations for one or more timepoints') }) test_that("median coefs should be stored in the mgcv object", { expect_true(identical(unname(coef(mvgam:::mvgam_example2$mgcv_model)), coef(mvgam:::mvgam_example2)[,2])) }) test_that("empty obs formula is allowed, even if no trend_formula", { mod <- mvgam(formula = y ~ -1, trend_model = 'AR1', data_train = gaus_data$data_train, family = gaussian(), run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) }) test_that("empty obs formula allowed if trend_formula supplied", { mod <- mvgam(formula = y ~ -1, trend_formula = ~ s(season), trend_model = 'AR1', data = gaus_data$data_train, family = gaussian(), run_model = FALSE) # Check that the intercept coefficient is correctly fixed at zero expect_true(any(grepl('// (Intercept) fixed at zero', mod$model_file, fixed = TRUE))) expect_true(any(grepl('b[1] = 0;', mod$model_file, fixed = TRUE))) }) test_that("missing values not allowed in predictors", { # Include missing vals in training data simdat <- sim_mvgam() simdat$data_train$season[4] <- NA expect_error(mvgam(y ~ s(season), trend_model = 'GP', data = simdat$data_train, newdata = simdat$data_test, run_model = FALSE)) # Include missing vals in testing data simdat <- sim_mvgam() simdat$data_test$season[4] <- NA expect_error(mvgam(y ~ s(season), data = simdat$data_train, newdata = simdat$data_test, run_model = FALSE)) }) test_that("series levels must match unique entries in series", { # Include missing vals in training data simdat <- sim_mvgam() levels(simdat$data_train$series) <- paste0('series_', 1:6) expect_error(mvgam(y ~ s(season), trend_model = 'GP', data = simdat$data_train, newdata = simdat$data_test, run_model = FALSE)) }) test_that("share_obs_params working", { # Standard beta mod <- mvgam(y ~ s(season, by = series), trend_model = RW(cor = TRUE), family = betar(), data = beta_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realphi;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('phi_vec[1:n,s]=rep_vector(phi,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # State-space beta mod <- mvgam(y ~ -1, trend_formula = ~ s(season, by = trend), trend_model = RW(cor = TRUE), family = betar(), data = beta_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realphi;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('phi_vec[1:n,s]=rep_vector(phi,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # Standard gaussian mod <- mvgam(y ~ s(season, by = series), trend_model = RW(cor = TRUE), family = gaussian(), data = gaus_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # State-space gaussian mod <- mvgam(y ~ -1, trend_formula = ~ s(season, by = trend) + s(trend, bs = 're'), trend_model = RW(cor = TRUE), family = gaussian(), data = gaus_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # Standard student mod <- mvgam(y ~ s(season, by = series), trend_model = RW(cor = TRUE), family = student_t(), data = gaus_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # State-space student mod <- mvgam(y ~ -1, trend_formula = ~ s(season, by = trend), trend_model = RW(cor = TRUE), family = student_t(), data = gaus_data$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # Standard lognormal simdat <- sim_mvgam(family = Gamma()) mod <- mvgam(y ~ s(season, by = series), trend_model = RW(cor = TRUE), family = lognormal(), data = simdat$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # State-space lognormal mod <- mvgam(y ~ -1, trend_formula = ~ s(season, by = trend), trend_model = RW(cor = TRUE), family = lognormal(), data = simdat$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realsigma_obs;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('sigma_obs_vec[1:n,s]=rep_vector(sigma_obs,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # Standard Gamma mod <- mvgam(y ~ s(season, by = series), trend_model = RW(cor = TRUE), family = Gamma(), data = simdat$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realshape;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('shape_vec[1:n,s]=rep_vector(shape,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) # State-space Gamma mod <- mvgam(y ~ -1, trend_formula = ~ s(season, by = trend), trend_model = RW(cor = TRUE), family = Gamma(), data = simdat$data_train, share_obs_params = TRUE, run_model = FALSE) expect_true(inherits(mod, 'mvgam_prefit')) expect_true(any(grepl('realshape;', gsub(' ', '', mod$model_file), fixed = TRUE))) expect_true(any(grepl('shape_vec[1:n,s]=rep_vector(shape,n);', gsub(' ', '', mod$model_file), fixed = TRUE))) }) test_that("trend_map is behaving propoerly", { sim <- sim_mvgam(n_series = 3) mod_data <- sim$data_train trend_map <- data.frame(series = unique(mod_data$series), trend = c(1,1,2)) mod_map <- mvgam(y ~ s(season, bs = 'cc'), trend_map = trend_map, trend_model = 'AR1', data = mod_data, run_model = FALSE) expect_true(identical(mod_map$model_data$Z, matrix(c(1,0,1,0,0,1), ncol = 2, byrow = TRUE))) expect_true(mod_map$use_lv) # Ill-specified trend_map trend_map <- data.frame(series = c('series_1', 'series_1','series_2'), trend = c(1,1,2)) expect_error(mvgam(y ~ s(season, bs = 'cc'), trend_map = trend_map, trend_model = 'AR1', data = mod_data, run_model = FALSE), 'Argument "trend_map" must have an entry for every unique time series in "data"', fixed = TRUE) }) test_that("models with only random effects should work without error", { sim <- sim_mvgam(n_series = 3) mod_data <- sim$data_train mod_map <- mvgam(y ~ s(series, bs = 're'), data = mod_data, run_model = FALSE) expect_true(inherits(mod_map, 'mvgam_prefit')) }) test_that("models with only fs smooths should work without error", { sim <- sim_mvgam(n_series = 3) mod_data <- sim$data_train mod_map <- mvgam(y ~ s(season, series, bs = 'fs'), data = mod_data, run_model = FALSE) expect_true(inherits(mod_map, 'mvgam_prefit')) }) test_that("trend_formula setup is working properly", { sim <- sim_mvgam(n_series = 3) mod_data <- sim$data_train mod_map <- mvgam(y ~ s(series, bs = 're'), trend_formula = ~ s(season, bs = 'cc'), trend_model = 'AR1', data = mod_data, run_model = FALSE) expect_true(identical(mod_map$model_data$Z, matrix(c(1,0,0,0,1,0,0,0,1), nrow = 3, byrow = TRUE))) expect_true(mod_map$use_lv) expect_true(!is.null(mod_map$trend_mgcv_model)) expect_equal(colnames(model.frame(mod_map, trend_effects = TRUE)), c('trend_y', 'season')) expect_equal(colnames(get_data(mod_map)), c('y', 'series', 'time', 'season')) expect_error(mvgam(y ~ 1, trend_formula = 1 ~ s(series, bs = 're') + s(season, bs = 'cc'), trend_model = 'AR1', data = mod_data, run_model = FALSE), 'Argument "trend_formula" should not have a left-hand side', fixed = TRUE) expect_error(mvgam(y ~ 1, trend_formula = ~ s(series, bs = 're') + s(season, bs = 'cc'), trend_model = 'AR1', data = mod_data, run_model = FALSE), 'Argument "trend_formula" should not have the identifier "series" in it.\nUse "trend" instead for varying effects', fixed = TRUE) }) # Check that parametric effect priors are properly incorporated in the # model for a wide variety of model forms test_that("parametric effect priors correctly incorporated in models", { mod_data <- mvgam:::mvgam_examp_dat mod_data$data_train$x1 <- rnorm(NROW(mod_data$data_train)) mod_data$data_train$x2 <- rnorm(NROW(mod_data$data_train)) mod_data$data_train$x3 <- rnorm(NROW(mod_data$data_train)) # Observation formula; no trend mod <- mvgam(y ~ s(season) + series:x1 + series:x2 + series:x3, trend_model = 'None', data = mod_data$data_train, family = gaussian(), run_model = FALSE) expect_true(any(grepl('// prior for seriesseries_3:x1...', mod$model_file, fixed = TRUE))) expect_true(any(grepl('// prior for (Intercept)...', mod$model_file, fixed = TRUE))) para_names <- paste0(paste0('// prior for seriesseries_', 1:3, paste0(':x', 1:3, '...'))) for(i in seq_along(para_names)){ expect_true(any(grepl(para_names[i], mod$model_file, fixed = TRUE))) } priors <- get_mvgam_priors(y ~ s(season) + series:x1 + series:x2 + series:x3, trend_model = 'None', data = mod_data$data_train, family = gaussian()) expect_true(any(grepl('seriesseries_1:x2', priors$param_name))) expect_true(any(grepl('seriesseries_2:x3', priors$param_name))) # Observation formula; complex trend mod <- mvgam(y ~ s(season) + series:x1 + series:x2 + series:x3, trend_model = 'VARMA', data = mod_data$data_train, family = gaussian(), run_model = FALSE) expect_true(any(grepl('// prior for seriesseries_3:x1...', mod$model_file, fixed = TRUE))) expect_true(any(grepl('// prior for (Intercept)...', mod$model_file, fixed = TRUE))) para_names <- paste0(paste0('// prior for seriesseries_', 1:3, paste0(':x', 1:3, '...'))) for(i in seq_along(para_names)){ expect_true(any(grepl(para_names[i], mod$model_file, fixed = TRUE))) } priors <- get_mvgam_priors(y ~ s(season) + series:x1 + series:x2 + series:x3, trend_model = 'VARMA', data = mod_data$data_train, family = gaussian()) expect_true(any(grepl('seriesseries_1:x2', priors$param_name))) expect_true(any(grepl('seriesseries_2:x3', priors$param_name))) # Trend formula; RW mod <- mvgam(y ~ 1, trend_formula = ~ s(season) + trend:x1 + trend:x2 + trend:x3, trend_model = 'RW', data = mod_data$data_train, family = gaussian(), run_model = FALSE) expect_true(any(grepl('// prior for (Intercept)...', mod$model_file, fixed = TRUE))) para_names <- paste0(paste0('// prior for trendtrend', 1:3, paste0(':x', 1:3, '_trend...'))) for(i in seq_along(para_names)){ expect_true(any(grepl(para_names[i], mod$model_file, fixed = TRUE))) } priors <- get_mvgam_priors(y ~ 1, trend_formula = ~ s(season) + trend:x1 + trend:x2 + trend:x3, trend_model = 'RW', data = mod_data$data_train, family = gaussian()) expect_true(any(grepl('trendtrend1:x1_trend', priors$param_name))) expect_true(any(grepl('trendtrend2:x3_trend', priors$param_name))) # Trend formula; VARMA mod <- mvgam(y ~ 1, trend_formula = ~ s(season) + trend:x1 + trend:x2 + trend:x3, trend_model = 'VARMA', data = mod_data$data_train, family = gaussian(), run_model = FALSE, autoformat = F) expect_true(any(grepl('// prior for (Intercept)...', mod$model_file, fixed = TRUE))) para_names <- paste0(paste0('// prior for trendtrend', 1:3, paste0(':x', 1:3, '_trend...'))) for(i in seq_along(para_names)){ expect_true(any(grepl(para_names[i], mod$model_file, fixed = TRUE))) } priors <- get_mvgam_priors(y ~ 1, trend_formula = ~ s(season) + trend:x1 + trend:x2 + trend:x3, trend_model = 'RW', data = mod_data$data_train, family = gaussian()) expect_true(any(grepl('trendtrend1:x1_trend', priors$param_name))) expect_true(any(grepl('trendtrend2:x3_trend', priors$param_name))) })