R Under development (unstable) (2024-08-23 r87049 ucrt) -- "Unsuffered Consequences"
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> library(testthat)
>  Sys.setenv('OMP_THREAD_LIMIT'=2)
>  library(rlibkriging)

Attaching package: 'rlibkriging'

The following objects are masked from 'package:base':

    load, save

> 
> ##library(rlibkriging, lib.loc="bindings/R/Rlibs")
> ##library(testthat)
> #rlibkriging:::linalg_set_chol_warning(TRUE)
> #default_rcond_check = rlibkriging:::linalg_chol_rcond_checked()
> #rlibkriging:::linalg_check_chol_rcond(FALSE)
> #default_num_nugget = rlibkriging:::linalg_get_num_nugget()
> #rlibkriging:::linalg_set_num_nugget(1e-15) # lowest nugget to avoid numerical inequalities bw simulates
> 
> f <- function(x) {
+     1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
+ }
> plot(f)
> n <- 5
> X_o <- seq(from = 0, to = 1, length.out = n)
> nugget = 0.01
> set.seed(1234)
> y_o <- f(X_o) #+ rnorm(n, sd = sqrt(nugget))
> points(X_o, y_o,pch=16)
> 
> lk <- NuggetKriging(y = matrix(y_o, ncol = 1),
+               X = matrix(X_o, ncol = 1),
+               kernel = "gauss",
+               regmodel = "linear",
+               optim = "none",
+               #normalize = TRUE,
+               parameters = list(theta = matrix(0.1), nugget=nugget, sigma2=0.09))
> 
> X_n = unique(sort(c(X_o,seq(0,1,,5))))
> 
> # lk_nn = Kriging(y = matrix(y_o, ncol = 1),
> #               X = matrix(X_o, ncol = 1),
> #               kernel = "gauss",
> #               regmodel = "linear",
> #               optim = "none",
> #               #normalize = TRUE,
> #               parameters = list(theta = matrix(0.1), sigma2 = 0.09))
> 
> ## Ckeck consistency bw predict & simulate
> 
> lp = NULL
> lp = lk$predict(X_n) # libK predict
> lines(X_n,lp$mean,col='red')
> polygon(c(X_n,rev(X_n)),c(lp$mean+2*lp$stdev,rev(lp$mean-2*lp$stdev)),col=rgb(1,0,0,0.2),border=NA)
> 
> ls = NULL
> ls = lk$simulate(100, 123, X_n) # libK simulate
> for (i in 1:min(100,ncol(ls))) {
+     lines(X_n,ls[,i],col=rgb(1,0,0,.1),lwd=4)
+ }
> 
> for (i in 1:length(X_n)) {
+     if (lp$stdev[i,] > 1e-3) # otherwise means that density is ~ dirac, so don't test
+     test_that(desc="simulate sample follows predictive distribution",
+         expect_true(ks.test(ls[i,], "pnorm", mean = lp$mean[i,],sd = lp$stdev[i,])$p.value > 0.001))
+ }
> 
> 
> 
> 
> ## Check consistency when update
> 
> X_u = c(.4,.6)
> y_u = f(X_u) #+ rnorm(length(X_u), sd = sqrt(nugget))
> 
> # new Kriging model from scratch
> l2 = NuggetKriging(y = matrix(c(y_o,y_u),ncol=1),
+              X = matrix(c(X_o,X_u),ncol=1),
+               kernel = "gauss",
+               regmodel = "linear",
+               optim = "none",
+               parameters = list(theta = matrix(0.1), nugget=nugget, sigma2 = 0.09))
> 
> lu = copy(lk)
> lu$update(y_u, X_u, refit=TRUE) # refit=TRUE will update beta (required to match l2)
> 
> 
> ## Update, predict & simulate
> 
> lp2 = l2$predict(X_n)
> lpu = lu$predict(X_n)
> 
> plot(f)
> points(X_o,y_o)
> lines(X_n,lp2$mean,col='red')
> polygon(c(X_n,rev(X_n)),c(lp2$mean+2*lp2$stdev,rev(lp2$mean-2*lp2$stdev)),col=rgb(1,0,0,0.2),border=NA)
> lines(X_n,lpu$mean,col='blue')
> polygon(c(X_n,rev(X_n)),c(lpu$mean+2*lpu$stdev,rev(lpu$mean-2*lpu$stdev)),col=rgb(0,0,1,0.2),border=NA)
> 
> ls2 = l2$simulate(100, 123, X_n)
> lsu = lu$simulate(100, 123, X_n)
> for (i in 1:100) {
+     lines(X_n,ls2[,i],col=rgb(1,0,0,.1),lwd=4)
+     lines(X_n,lsu[,i],col=rgb(0,0,1,.1),lwd=4)
+ }
> 
> for (i in 1:length(X_n)) {
+     #test_that(desc="simulate sample follows predictive distribution",
+     #    expect_true(ks.test(ls2[i,],lsu[i,])$p.value  > 0.01))
+ 
+     # random gen is the same so we expect strict equality of samples !
+     test_that(desc="simulate sample are the same",
+         expect_equal(ls2[i,],lsu[i,],tolerance=1e-5))
+ }
Test passed 🌈
Test passed 🥳
Test passed 🎉
Test passed 🥇
Test passed 🌈
> 
> 
> 
> ## Update simulate
> 
> X_u = c(.4,.6)
> y_u = f(X_u) + rnorm(length(X_u), sd = sqrt(nugget))
> 
> X_n = sort(c(X_u-1e-2,X_u+1e-2,X_n))
> 
> ls = lk$simulate(100, 123, X_n, with_nugget = TRUE, will_update=TRUE)
> #y_u = rs[i_u,1] # force matching 1st sim
> lus=NULL
> lus = lk$update_simulate(y_u,  X_u)
> 
> lu = copy(lk)
> lu$update(y_u, X_u, refit=TRUE) # refit=TRUE will update beta (required to match l2)
> lsu=NULL
> lsu = lu$simulate(100, 123, X_n, with_nugget = TRUE)
> 
> plot(f)
> points(X_o,y_o,pch=16)
> for (i in 1:length(X_o)) {
+     lines(c(X_o[i],X_o[i]),c(y_o[i]+2*sqrt(nugget),y_o[i]-2*sqrt(nugget)),col='black',lwd=4)
+ }
> points(X_u,y_u,col='red',pch=16)
> for (i in 1:length(X_u)) {
+     lines(c(X_u[i],X_u[i]),c(y_u[i]+2*sqrt(nugget),y_u[i]-2*sqrt(nugget)),col='red',lwd=4)
+ }
> for (j in 1:min(100,ncol(lus))) {
+     lines(X_n,ls[,j])
+     lines(X_n,lus[,j],col='orange',lwd=3)
+     lines(X_n,lsu[,j],col='red')
+ }
> 
> for (i in 1:length(X_n)) {
+     ds=density(ls[i,])
+     dsu=density(lsu[i,])
+     dus=density(lus[i,])
+     polygon(
+         X_n[i] + ds$y/20,
+         ds$x,
+         col=rgb(0,0,0,0.2),border='black')
+     polygon(
+         X_n[i] + dsu$y/20,
+         dsu$x,
+         col=rgb(1,0.5,0,0.2),border='orange')
+     polygon(
+         X_n[i] + dus$y/20,
+         dus$x,
+         col=rgb(1,0,0,0.2),border=NA)
+     #test_that(desc="updated,simulated sample follows simulated,updated distribution",
+     #    expect_true(ks.test(lus[i,],lsu[i,])$p.value  > 0.01))
+ }
> 
> for (i in 1:length(X_n)) {
+     plot(density(ls[i,]),xlim=range(c(ls[i,],lsu[i,],lus[i,])))
+     lines(density(lsu[i,]),col='orange')
+     lines(density(lus[i,]),col='red')
+     if (sd(lsu[i,])>1e-3 && sd(lus[i,])>1e-3) # otherwise means that density is ~ dirac, so don't test
+     test_that(desc=paste0("updated,simulated sample follows simulated,updated distribution at x=",X_n[i]," ",
+     mean(lus[i,]),",",sd(lus[i,])," != ",mean(lsu[i,]),",",sd(lsu[i,])),
+         expect_true(ks.test(lus[i,],lsu[i,])$p.value > 0.001)) # just check that it is not clearly wrong
+ }
Test passed 🌈
Test passed 🥳
Test passed 🎊
Test passed 🎉
> 
> 
> 
> 
> 
> 
> 
> 
> ############################## 2D ########################################
> 
> f <- function(X) apply(X, 1,
+                        function(x)
+                          prod(
+                            sin(2*pi*
+                                  ( x * (seq(0,1,l=1+length(x))[-1])^2 )
+                            )))
> n <- 10
> d <- 2
> 
> set.seed(1234)
> X_o <- matrix(runif(n*d),ncol=d) #seq(from = 0, to = 1, length.out = n)
> y_o <- f(X_o) + rnorm(n, sd = sqrt(nugget))
> #points(X_o, y_o)
> 
> lkd <- NuggetKriging(y = y_o,
+               X = X_o,
+               kernel = "gauss",
+               regmodel = "linear",
+               optim = "none",
+               #normalize = TRUE,
+               parameters = list(theta = matrix(rep(0.1,d))^2, nugget=nugget, sigma2=0.1^2))
> 
> ## Predict & simulate
> 
> X_n = matrix(runif(min=0,max=1,5),ncol=d) #seq(0,1,,)
Warning message:
In matrix(runif(min = 0, max = 1, 5), ncol = d) :
  data length [5] is not a sub-multiple or multiple of the number of rows [3]
> 
> lpd = lkd$predict(X_n) # libK predict
> #lines(X_n,lp$mean,col='red')
> #polygon(c(X_n,rev(X_n)),c(lp$mean+2*lp$stdev,rev(lp$mean-2*lp$stdev)),col=rgb(1,0,0,0.2),border=NA)
> 
> lsd = lkd$simulate(100, 123, X_n) # libK simulate
> #for (i in 1:100) {
> #    lines(X_n,ls[,i],col=rgb(1,0,0,.1),lwd=4)
> #}
> 
> for (i in 1:nrow(X_n)) {
+     m = lpd$mean[i,]
+     s = lpd$stdev[i,]
+     if (s > 1e-2) # otherwise means that density is ~ dirac, so don't test
+     test_that(desc="simulate sample follows predictive distribution",
+         expect_true(ks.test(lsd[i,],"pnorm",mean=m,sd=s)$p.value > 0.001))
+ }
Test passed 😸
Test passed 🎊
Test passed 😀
> 
> ### Update
> #
> #X_u = c(.4,.6)
> #y_u = f(X_u)
> #
> ## new Kriging model from scratch
> #l2 = Kriging(y = matrix(c(y_o,y_u),ncol=1),
> #             X = matrix(c(X_o,X_u),ncol=1),
> #              kernel = "gauss",
> #              regmodel = "linear",
> #              optim = "none",
> #              parameters = list(theta = matrix(0.1)))
> #
> #lu = copy(lk)
> #update(lu, y_u,X_u)
> #
> ### Update, predict & simulate
> #
> #lp2 = l2$predict(X_n)
> #lpu = lu$predict(X_n)
> #
> #plot(f)
> #points(X_o,y_o)
> #lines(X_n,lp2$mean,col='red')
> #polygon(c(X_n,rev(X_n)),c(lp2$mean+2*lp2$stdev,rev(lp2$mean-2*lp2$stdev)),col=rgb(1,0,0,0.2),border=NA)
> #lines(X_n,lpu$mean,col='blue')
> #polygon(c(X_n,rev(X_n)),c(lpu$mean+2*lpu$stdev,rev(lpu$mean-2*lpu$stdev)),col=rgb(0,0,1,0.2),border=NA)
> #
> #ls2 = l2$simulate(100, 123, X_n)
> #lsu = lu$simulate(100, 123, X_n)
> #for (i in 1:100) {
> #    lines(X_n,ls2[,i],col=rgb(1,0,0,.1),lwd=4)
> #    lines(X_n,lsu[,i],col=rgb(0,0,1,.1),lwd=4)
> #}
> #
> #for (i in 1:length(X_n)) {
> #    m2 = lp2$mean[i,]
> #    s2 = lp2$stdev[i,]
> #    mu = lpu$mean[i,]
> #    su = lpu$stdev[i,]
> #    test_that(desc="simulate sample follows predictive distribution",
> #        expect_true(ks.test(ls2[i,] - m2,"pnorm",mean=m2,sd=s2)$p.value  > 0.01))
> #    test_that(desc="simulate sample follows predictive distribution",
> #        expect_true(ks.test(lsu[i,] - mu,"pnorm",mean=mu,sd=su)$p.value  > 0.01))
> #}
> #
> #
> #
> ## Update simulate
> 
> X_u = matrix(c(.4,.6),nrow=2,ncol=2)
> y_u = f(X_u) + rnorm(nrow(X_u), sd = sqrt(nugget))
> 
> X_n = rbind(X_u+1e-2,X_n) # add some nugget to avoid degenerate cases
> 
> #lk = rlibkriging:::load.NuggetKriging("/tmp/lk.json")
> lsd = lkd$simulate(100, 123, X_n, with_nugget=TRUE, will_update=TRUE)
> lusd = NULL
> lusd = lkd$update_simulate(y_u, X_u)
> 
> lud = copy(lkd)
> lud$update(matrix(y_u,ncol=1), X_u, refit=TRUE) # refit=TRUE will update beta (required to match l2)
> #lu = rlibkriging:::load.NuggetKriging("/tmp/lu.json")
> lsud = NULL
> lsud = lud$simulate(100, 123, X_n)
> 
> #lk$save("/tmp/lk.json")
> #lu$save("/tmp/lu.json")
> 
> #plot(f)
> #points(X_o,y_o,pch=20)
> #points(X_u,y_u,col='red',pch=20)
> #for (i in 1:ncol(lus)) {
> #    lines(X_n,lus[,i],col=rgb(1,0,0,.1),lwd=4)
> #    lines(X_n,lsu[,i],col=rgb(0,0,1,.1),lwd=4)
> #}
> #
> #for (i in 1:length(X_n)) {
> #    dsu=density(lsu[i,])
> #    dus=density(lus[i,])
> #    polygon(
> #        X_n[i] + dsu$y/100,
> #        dsu$x,
> #        col=rgb(0,0,1,0.2),border=NA)
> #    polygon(
> #        X_n[i] + dus$y/100,
> #        dus$x,
> #        col=rgb(1,0,0,0.2),border=NA)
> #    #test_that(desc="updated,simulated sample follows simulated,updated distribution",
> #    #    expect_true(ks.test(lus[i,],lsu[i,])$p.value  > 0.01))
> #}
> 
> for (i in 1:nrow(X_n)) {
+     plot(density(lsd[i,]),xlim=c(0,1))
+     lines(density(lsud[i,]),col='orange')
+     lines(density(lusd[i,]),col='red')
+     if (sd(lsud[i,])>1e-3 && sd(lusd[i,])>1e-3) {# otherwise means that density is ~ dirac, so don't test
+     test_that(desc=paste0("updated,simulated sample follows simulated,updated distribution ",mean(lusd[i,]),",",sd(lusd[i,])," != ",mean(lsud[i,]),",",sd(lsud[i,])),
+         expect_true(ks.test(lusd[i,],lsud[i,])$p.value > 0.001)) # just check that it is not clearly wrong
+     }
+ }
Test passed 🥳
Test passed 😸
Test passed 🥳
Test passed 🥇
Test passed 🎊
> 
> #rlibkriging:::linalg_check_chol_rcond(default_rcond_check)
> #rlibkriging:::linalg_set_num_nugget(default_num_nugget)
> 
> proc.time()
   user  system elapsed 
   3.43    0.43    3.85