R Under development (unstable) (2024-09-15 r87152 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > 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) > > for (kernel in c("exp","matern3_2","matern5_2","gauss")) { + context(paste0("Check LogLikelihood for kernel ",kernel)) + + + #rlibkriging:::optim_log(3) + #kernel="exp" + + f = function(x) 1-1/2*(sin(12*x)/(1+x)+2*cos(7*x)*x^5+0.7) + n <- 5 + set.seed(123) + X <- as.matrix(runif(n)) + y = f(X) + 0.1*rnorm(nrow(X)) + + tmin=0.01 + tmax=1 + + k = DiceKriging::km(design=X,response=y,noise.var=rep(0.1^2,nrow(X)),covtype = kernel,control = list(trace=F)) + ll_k = function(theta_sigma2) apply(theta_sigma2,1,function(...)DiceKriging::logLikFun(...,k)) + x=seq(tmin,tmax,,5) + contour(x,x,matrix(ll_k(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) + for (x1 in seq(tmin,tmax,,11)){ + for (x2 in seq(tmin,tmax,,11)){ + envx = new.env() + llx = DiceKriging::logLikFun(c(x1,x2),k,envx) + gllx = DiceKriging::logLikGrad(c(x1,x2),k,envx) + arrows(x1,x2,x1+0.01*gllx[1],x2+0.01*gllx[2]) + }} + + ##library(rlibkriging) + r <- NoiseKriging(y,noise=rep(0.1^2,nrow(X)), X, kernel) + ll_r = function(theta_sigma2) logLikelihoodFun(r,theta_sigma2)$logLikelihood + x=seq(tmin,tmax,,5) + contour(x,x,matrix(ll_r(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) + for (x1 in seq(tmin,tmax,,11)){ + for (x2 in seq(tmin,tmax,,11)){ + envx = new.env() + llx = logLikelihoodFun(r,c(x1,x2))$logLikelihood + gllx = logLikelihoodFun(r,c(x1,x2),return_grad = T)$logLikelihoodGrad + arrows(x1,x2,x1+.01*gllx[1],x2+.01*gllx[2]) + }} + + + precision <- 1e-8 # the following tests should work with it, since the computations are analytical + x=c(.5,.5) + xenv=new.env() + test_that(desc="logLik is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x)$logLikelihood,DiceKriging::logLikFun(x,k,xenv),tolerance = precision)) + + test_that(desc="logLik Grad is the same that DiceKriging one", + expect_equal(logLikelihoodFun(r,x,return_grad=T)$logLikelihoodGrad,t(DiceKriging::logLikGrad(x,k,xenv)),tolerance= precision)) + } Test passed 🎉 Test passed 😀 Test passed 🎉 Test passed 😀 Test passed 🎉 Test passed 😀 Test passed 🎉 Test passed 😀 > > proc.time() user system elapsed 1.76 0.17 1.93