library(testthat) Sys.setenv('OMP_THREAD_LIMIT'=2) library(rlibkriging) ##library(rlibkriging, lib.loc="bindings/R/Rlibs") ##library(testthat) # f <- function(X) apply(X, 1, function(x) prod(sin((x-.5)^2))) f <- function(X) apply(X, 1, function(x) prod(sin(2*pi*( x * (seq(0,1,l=1+length(x))[-1])^2 ))) ) n <- 20 set.seed(123) X <- cbind(runif(n),runif(n)) y <- f(X) + rnorm(n,0,0.1) d = ncol(X) x=seq(0,1,,5) contour(x,x,matrix(f(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) points(X) r <- NoiseKriging(y, noise=rep(0.1^2,nrow(X)), X,"gauss",parameters = list(theta=matrix(runif(40),ncol=2),sigma2=1)) l= as.list(r) #ll = function(X) { # logLikelihoodFun(r,X,return_grad=F)$logLikelihood #} #contour(x,x,matrix(ll(cbind(as.matrix(expand.grid(x,x)), r$sigma2())),nrow=length(x)),nlevels = 30) #gll = function(X) { # logLikelihoodFun(r,X,return_grad=T)$logLikelihoodGrad #} #for (ix in 1:21) { #for (iy in 1:21) { # xx = c(ix/21,iy/21) # g = gll(xx) # arrows(xx[1],xx[2],xx[1]+g[1]/1000,xx[2]+g[2]/1000,col='grey',length=0.05) #} #} context("noise / print") p = capture.output(print(r)) context("noise / logLikelihood") ll = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r,c(theta,l$sigma2))$logLikelihood)} t=seq(0.01,2,,5) contour(t,t,matrix(ll(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30) points(as.list(r)$theta[1],as.list(r)$theta[2]) for (.t1 in t) for (.t2 in t) { llg = logLikelihoodFun(r,c(.t1,.t2,l$sigma2),return_grad=T)$logLikelihoodGrad if (sum(llg[1:2]^2)<0.01) next arrows(.t1,.t2, .t1+0.001*llg[1],.t2+0.001*llg[2],col='red') } # logLikelihoodFun(r,t(as.list(r)$theta)) test_that("noise / logLikelihoodFun returned", expect_equal(names(logLikelihoodFun(r,runif(d+1))),c("logLikelihood"))) test_that("noise / logLikelihoodFun logLikelihoodGrad returned", expect_equal(names(logLikelihoodFun(r,runif(d+1),return_grad=TRUE)),c("logLikelihood","logLikelihoodGrad"))) test_that("noise / logLikelihoodFun dim", expect_equal(dim(logLikelihoodFun(r,rbind(runif(d+1),runif(d+1)))$logLikelihood),c(2,1))) test_that("noise / logLikelihoodGrad dim", expect_equal(dim(logLikelihoodFun(r,rbind(runif(d+1),runif(d+1)),return_grad=TRUE)$logLikelihoodGrad),c(2,d+1))) context("noise / predict") test_that("noise / predict mean stdev returned", expect_equal(names(predict(r,runif(d))),c("mean","stdev"))) test_that("noise / predict mean returned", expect_equal(names(predict(r,runif(d),return_stdev=FALSE)),c("mean"))) test_that("noise / predict mean stdev cov returned", expect_equal(names(predict(r,runif(d),return_cov=TRUE)),c("mean","stdev","cov"))) test_that("noise / predict mean dim", expect_equal(dim(predict(r,rbind(runif(d),runif(d)))$mean),c(2,1))) test_that("noise / predict stdev dim", expect_equal(dim(predict(r,rbind(runif(d),runif(d)))$stdev),c(2,1))) test_that("noise / predict cov dim", expect_equal(dim(predict(r,rbind(runif(d),runif(d)),return_cov=TRUE)$cov),c(2,2))) context("noise / simulate") test_that("noise / simulate dim", expect_equal(dim(simulate(r,x=rbind(runif(d),runif(d)), with_noise=NULL)),c(2,1))) test_that("noise / simulate nsim dim", expect_equal(dim(simulate(r,x=rbind(runif(d),runif(d)),nsim=10, with_noise=NULL)),c(2,10))) expect_not_equal = function(x,y,...) expect_false(isTRUE(all.equal(x, y))) test_that("noise / simulate mean X", expect_not_equal(mean(simulate(r,nsim = 100, x=X[1,]+0.00005, with_noise=NULL)),y[1],tolerance = 0.01)) set.seed(12345) x = runif(d) test_that("noise / simulate mean", expect_equal(mean(simulate(r,nsim = 100, x=x, with_noise=NULL)),predict(r,x)$mean[1],tolerance = 0.01)) test_that("noise / simulate sd", expect_equal(sd(simulate(r,nsim = 100, x=x, with_noise=NULL)),predict(r,x)$stdev[1],tolerance = 0.01)) context("noise / update") set.seed(1234) X2 = matrix(runif(d*10),ncol=d) y2 = f(X2) + rnorm(nrow(X2),0,0.1) x=seq(0,1,,5) contour(x,x,matrix(f(as.matrix(expand.grid(x,x))),nrow=length(x)),nlevels = 30) points(X) points(X2,col='red') r20 <- NoiseKriging(c(y,y2), c(y-f(X),y2-f(X2))^2,rbind(X,X2),"gauss") ll = function(X) { logLikelihoodFun(r20,X,return_grad=F)$logLikelihood } contour(x,x,matrix(ll(cbind(as.matrix(expand.grid(x,x)),r$sigma2())),nrow=length(x)),nlevels = 30) gll = function(X) { logLikelihoodFun(r20,X,return_grad=T)$logLikelihoodGrad } xy = seq(0,1,,5) for (ix in 1:length(xy)) { for (iy in 1:length(xy)) { xx = c(ix/length(xy),iy/length(xy),r$sigma2()) g = gll(xx) arrows(xx[1],xx[2],xx[1]+g[1]/1000,xx[2]+g[2]/1000,col='grey',length=0.05) } } t=seq(0.01,2,,5) contour(t,t,matrix(ll(cbind(as.matrix(expand.grid(t,t)),r$sigma2())),nrow=length(t)),nlevels = 30) points(as.list(r)$theta[1],as.list(r)$theta[2],pch=20) #cat("!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!","\n") #cat(paste0(collapse="\n",p),"\n") #cat(r$logLikelihood(),"\n") # #rlibkriging:::optim_log(1) set.seed(1234) r2 <- NoiseKriging(c(y,y2), noise=rep(0.1^2,nrow(X)+nrow(X2)),rbind(X,X2),"gauss", parameters = list(theta=matrix(as.list(r)$theta,ncol=2),sigma2=1)) ll2 = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r2,c(theta,as.list(r2)$sigma2))$logLikelihood)} contour(t,t,matrix(ll2(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30,add=T,col='red') points(as.list(r2)$theta[1],as.list(r2)$theta[2],col='red',pch=20) p2 = capture.output(print(r2)) update(object=r,y2,rep(0.1^2,nrow(X2)),X2) llu = function(Theta){apply(Theta,1,function(theta) logLikelihoodFun(r, c(theta,as.list(r2)$sigma2) )$logLikelihood)} contour(t,t,matrix(llu(as.matrix(expand.grid(t,t))),nrow=length(t)),nlevels = 30,add=T,col='blue') points(as.list(r)$theta[1],as.list(r)$theta[2],col='blue',pch=20) pu = capture.output(print(r)) test_that("noise / update", expect_false(all(p == pu))) # cat(paste0(collapse="\n",p2),"\n") # cat(r2$logLikelihood(),"\n") # cat(paste0(collapse="\n",capture.output(print( r2$logLikelihoodFun(c(r2$theta(),r2$sigma2()/(r2$sigma2()+r2$noise())),TRUE) ))),"\n") # cat(paste0(collapse="\n",pu),"\n") # cat(r$logLikelihood(),"\n") # cat(paste0(collapse="\n",capture.output(print( r$logLikelihoodFun(c(r$theta(),r$sigma2()/(r$sigma2()+r$noise())),TRUE) ))),"\n") test_that("noise / update almost converge", expect_equal(as.list(r2)$theta, as.list(r)$theta, tolerance = 2E-2))